-36.9%
GLXY vs CAPR
-0.4%
-36.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.9% | +1.7% | -5.1% |
| 7D | +5.3% | +5.9% | -0.6% | +5.1% |
| 30D | -19.8% | +44.6% | -64.4% | -20.5% |
| 3M | -31.4% | +126.4% | -157.7% | -32.7% |
| 6M | -53.3% | -68.6% | +15.3% | -53.0% |
| YTD | -35.7% | -67.0% | +31.3% | -35.4% |
| 1Y | -47.2% | +65.2% | -112.4% | -50.9% |
| All | -36.9% | -0.4% | -36.5% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling