-60.7%
CSGP vs GLXY
-32.0%
-28.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +13.2% | -13.4% | -0.1% |
| 7D | -7.1% | +14.3% | -21.4% | -7.0% |
| 30D | +3.6% | -19.6% | +23.3% | +4.1% |
| 3M | -2.7% | -20.7% | +17.9% | -2.6% |
| 6M | -8.0% | -49.6% | +41.5% | -5.9% |
| YTD | -55.0% | -28.6% | -26.4% | -55.4% |
| 1Y | -55.8% | -48.0% | -7.7% | -55.5% |
| All | -60.7% | -32.0% | -28.6% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling