-55.2%
GLXY vs CBOE
+39.5%
-94.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +0.3% | -17.3% | -16.9% |
| 7D | -26.8% | +7.7% | -34.6% | -24.8% |
| 30D | -38.3% | +24.4% | -62.7% | -34.9% |
| 3M | -36.9% | +20.0% | -56.9% | -34.1% |
| 6M | -52.1% | +2.4% | -54.5% | -50.8% |
| YTD | -37.5% | +38.5% | -76.1% | -41.5% |
| 1Y | -55.2% | +39.0% | -94.1% | -58.0% |
| All | -55.2% | +39.5% | -94.7% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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