+2.2%
CMS vs GLXY
-40.0%
+42.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.3% |
| 7D | +0.5% | -16.2% | +16.7% | +0.2% |
| 30D | +7.4% | -30.6% | +38.0% | +6.9% |
| 3M | +1.9% | -27.7% | +29.6% | +1.6% |
| 6M | -2.3% | -53.3% | +51.0% | -2.7% |
| YTD | +3.0% | -36.9% | +39.9% | +2.5% |
| 1Y | -2.8% | -55.6% | +52.8% | -3.1% |
| All | +2.2% | -40.0% | +42.2% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling