-55.2%
GLXY vs CDW
+13.2%
-68.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +12.7% | -29.7% | -17.8% |
| 7D | -26.8% | +3.7% | -30.6% | -26.4% |
| 30D | -38.3% | +26.0% | -64.3% | -39.7% |
| 3M | -36.9% | +10.1% | -47.0% | -37.5% |
| 6M | -52.1% | +26.1% | -78.2% | -52.4% |
| YTD | -37.5% | +25.9% | -63.4% | -36.0% |
| 1Y | -55.2% | +21.5% | -76.7% | -51.3% |
| All | -55.2% | +13.2% | -68.4% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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