-40.1%
GLXY vs CAPR
-6.0%
-34.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.7% | +0.6% | +5.1% |
| 7D | -14.6% | +41.1% | -55.7% | -15.3% |
| 30D | -36.2% | +11.1% | -47.3% | -36.4% |
| 3M | -30.1% | +115.3% | -145.4% | -31.4% |
| 6M | -56.1% | -73.8% | +17.7% | -55.6% |
| YTD | -38.9% | -68.8% | +29.9% | -38.5% |
| 1Y | -55.0% | +43.3% | -98.3% | -57.8% |
| All | -40.1% | -6.0% | -34.1% | -46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling