-10.0%
CRM vs GLXY
-57.6%
+47.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -17.0% | +19.2% | +1.9% |
| 7D | -6.2% | -26.8% | +20.6% | -6.6% |
| 30D | -1.2% | -38.3% | +37.2% | -1.7% |
| 3M | +19.1% | -36.9% | +56.0% | +18.8% |
| 6M | +23.0% | -52.1% | +75.1% | +23.1% |
| YTD | -13.7% | -37.5% | +23.8% | -14.4% |
| 1Y | -10.0% | -55.2% | +45.2% | -8.4% |
| All | -10.0% | -57.6% | +47.6% | -8.4% |
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