-15.7%
CRM vs GLXY
+2.7%
-18.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.4% |
| 7D | -8.1% | -8.9% | +0.8% | -8.0% |
| 30D | +23.1% | +19.9% | +3.2% | +22.8% |
| 3M | +42.5% | -20.0% | +62.5% | +43.9% |
| 6M | +25.3% | +10.5% | +14.8% | +23.6% |
| YTD | -7.8% | +7.9% | -15.7% | -9.7% |
| 1Y | +1.0% | -7.5% | +8.5% | +0.6% |
| All | -15.7% | +2.7% | -18.4% | -17.6% |
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