-48.0%
GLXY vs CAI
-0.4%
-47.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.2% | +12.9% | +13.1% |
| 7D | +14.3% | -26.3% | +40.6% | +25.1% |
| 30D | -19.6% | -17.5% | -2.1% | -14.0% |
| 3M | -20.7% | +5.8% | -26.5% | -21.9% |
| 6M | -49.6% | +53.6% | -103.2% | -56.2% |
| YTD | -28.6% | -9.2% | -19.3% | -29.7% |
| 1Y | -48.0% | -2.7% | -45.4% | -48.9% |
| All | -48.0% | -0.4% | -47.7% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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