+32.1%
GLXY vs CAI
-11.0%
+43.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.2% | -3.8% | -6.1% |
| 7D | +4.5% | -3.1% | +7.6% | +5.6% |
| 30D | +28.8% | +2.7% | +26.1% | +28.1% |
| 3M | -23.0% | +41.7% | -64.7% | -30.8% |
| 6M | +17.0% | +26.5% | -9.5% | +6.1% |
| YTD | +12.5% | -10.9% | +23.4% | +12.6% |
| 1Y | -5.4% | -29.2% | +23.8% | -0.1% |
| All | +32.1% | -11.0% | +43.1% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling