-55.6%
GLXY vs CAPR
+47.8%
-103.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.9% | +7.2% | -2.6% |
| 7D | -16.2% | +7.6% | -23.8% | -16.3% |
| 30D | -30.6% | +13.3% | -43.9% | -30.8% |
| 3M | -27.7% | +130.4% | -158.1% | -28.9% |
| 6M | -53.3% | -70.8% | +17.5% | -53.0% |
| YTD | -36.9% | -69.3% | +32.4% | -36.6% |
| 1Y | -55.6% | +59.5% | -115.1% | -58.1% |
| All | -55.6% | +47.8% | -103.4% | -58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling