-36.4%
GLXY vs CAPR
+2.9%
-39.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +9.4% | -3.2% | +6.0% |
| 7D | -0.5% | +36.0% | -36.6% | -1.2% |
| 30D | -28.6% | +25.8% | -54.4% | -29.0% |
| 3M | -28.1% | +140.8% | -168.9% | -29.5% |
| 6M | -52.0% | -67.6% | +15.6% | -51.7% |
| YTD | -35.1% | -65.9% | +30.8% | -34.8% |
| 1Y | -54.0% | +66.1% | -120.1% | -57.2% |
| All | -36.4% | +2.9% | -39.3% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling