-15.5%
GLXY vs CBOE
+20.5%
-36.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.4% | +0.6% |
| 7D | -7.3% | -5.8% | -1.5% | -8.7% |
| 30D | +15.7% | -3.1% | +18.9% | +14.8% |
| 3M | -26.7% | -4.8% | -21.9% | -26.9% |
| 6M | +13.7% | -0.6% | +14.3% | +14.7% |
| YTD | +9.1% | +12.8% | -3.7% | +10.7% |
| 1Y | -15.5% | +19.8% | -35.3% | -7.4% |
| All | -15.5% | +20.5% | -36.0% | -7.4% |
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