-49.6%
GLXY vs CAI
+51.4%
-100.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -13.6% |
| 3M | -20.7% | +5.8% | -26.5% | -20.9% |
| 6M | -49.6% | +53.6% | -103.2% | -54.2% |
| All | -49.6% | +51.4% | -100.9% | -54.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling