+38.3%
GLXY vs CAI
-7.1%
+45.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.3% |
| 7D | +13.4% | -2.2% | +15.6% | +14.3% |
| 30D | +38.1% | +52.4% | -14.3% | +22.0% |
| 3M | -7.3% | +45.1% | -52.4% | -17.2% |
| 6M | +8.2% | +26.2% | -18.1% | -1.5% |
| YTD | +17.8% | -7.1% | +24.8% | +16.3% |
| 1Y | +14.9% | -31.0% | +46.0% | +22.3% |
| All | +38.3% | -7.1% | +45.4% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling