+18.6%
GLXY vs CBOE
+35.0%
-16.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +2.4% |
| 7D | +15.5% | -4.6% | +20.1% | +14.2% |
| 30D | +34.1% | +2.6% | +31.5% | +34.8% |
| 3M | -11.3% | +4.9% | -16.3% | -10.4% |
| 6M | +31.6% | -2.2% | +33.8% | +31.2% |
| YTD | +21.0% | +17.7% | +3.3% | +22.8% |
| 1Y | +11.7% | +26.1% | -14.4% | +16.2% |
| All | +18.6% | +35.0% | -16.4% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling