+3.1%
CMS vs GLXY
-38.8%
+41.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.3% | +6.9% | +1.6% |
| 7D | +1.7% | +5.3% | -3.5% | +1.9% |
| 30D | +6.2% | -19.8% | +26.0% | +5.9% |
| 3M | +0.6% | -31.4% | +32.0% | +0.3% |
| 6M | -1.8% | -53.3% | +51.6% | -2.1% |
| YTD | +3.8% | -35.7% | +39.5% | +3.5% |
| 1Y | -1.8% | -47.2% | +45.4% | -2.0% |
| All | +3.1% | -38.8% | +41.9% | +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 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