-33.4%
GLXY vs CAPR
+7.0%
-40.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -8.7% | +3.8% | -4.7% |
| 7D | +16.9% | +19.1% | -2.1% | +16.5% |
| 30D | -23.0% | +48.8% | -71.8% | -23.7% |
| 3M | -28.0% | +144.4% | -172.4% | -29.5% |
| 6M | -51.6% | -67.5% | +15.9% | -51.3% |
| YTD | -32.1% | -64.5% | +32.4% | -31.9% |
| 1Y | -51.5% | +74.4% | -125.9% | -54.8% |
| All | -33.4% | +7.0% | -40.4% | -40.9% |
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