-4.2%
CMS vs GLXY
-56.1%
+51.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.1% | +6.7% | -0.9% |
| 7D | +1.7% | -28.4% | +30.1% | -0.2% |
| 30D | +8.6% | -41.4% | +50.0% | +5.9% |
| 3M | -0.5% | -31.9% | +31.4% | -1.5% |
| 6M | -4.2% | -57.2% | +53.0% | -7.0% |
| All | -4.2% | -56.1% | +51.9% | -7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling