-1.8%
CMS vs GLXY
-53.6%
+51.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.3% | +6.9% | +1.5% |
| 7D | +1.7% | +5.3% | -3.5% | +1.9% |
| 30D | +6.2% | -19.8% | +26.0% | +5.8% |
| 3M | +0.6% | -31.4% | +32.0% | +0.2% |
| 6M | -1.8% | -53.3% | +51.6% | -2.3% |
| YTD | +3.8% | -35.7% | +39.5% | +3.7% |
| 1Y | -1.8% | -47.2% | +45.4% | -2.1% |
| All | -1.8% | -53.6% | +51.8% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GLXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling