-51.6%
GLXY vs CAI
+47.3%
-98.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.8% | -4.3% |
| 7D | +16.9% | -8.0% | +24.9% | +20.0% |
| 30D | -23.0% | -18.9% | -4.1% | -16.7% |
| 3M | -28.0% | +7.6% | -35.6% | -28.2% |
| 6M | -51.6% | +43.0% | -94.6% | -55.4% |
| All | -51.6% | +47.3% | -98.9% | -55.4% |
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