-59.9%
CSGP vs GLXY
+12.0%
-71.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.4% |
| 7D | -4.1% | +13.4% | -17.5% | -4.6% |
| 30D | +2.3% | +38.1% | -35.8% | +0.6% |
| 3M | -8.2% | -7.3% | -0.8% | -8.2% |
| 6M | -35.1% | +8.2% | -43.2% | -36.5% |
| YTD | -54.0% | +17.8% | -71.8% | -55.1% |
| 1Y | -65.3% | +14.9% | -80.2% | -66.2% |
| All | -59.9% | +12.0% | -71.9% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling