+15.5%
GLXY vs CAPR
-1.8%
+17.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | +13.4% | -2.0% | +15.4% | +13.5% |
| 30D | +38.1% | +139.2% | -101.1% | +35.5% |
| 3M | -7.3% | -66.4% | +59.0% | -6.6% |
| 6M | +8.2% | -63.1% | +71.3% | +8.7% |
| YTD | +17.8% | -67.4% | +85.2% | +18.5% |
| 1Y | +14.9% | +58.2% | -43.3% | +7.6% |
| All | +15.5% | -1.8% | +17.3% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling