-25.9%
GLXY vs CAI
-9.5%
-16.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -1.4% |
| 7D | -16.2% | -25.6% | +9.5% | -8.9% |
| 30D | -30.6% | -17.7% | -12.9% | -26.0% |
| 3M | -27.7% | +4.4% | -32.1% | -28.7% |
| 6M | -53.3% | +51.3% | -104.6% | -59.2% |
| YTD | -36.9% | -9.5% | -27.4% | -37.3% |
| 1Y | -55.6% | -1.5% | -54.1% | -57.2% |
| All | -25.9% | -9.5% | -16.4% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling