+18.6%
GLXY vs CDW
-21.0%
+39.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.2% | +7.9% | +3.9% |
| 7D | +15.5% | -3.9% | +19.3% | +16.4% |
| 30D | +34.1% | +6.9% | +27.2% | +32.3% |
| 3M | -11.3% | +7.7% | -19.0% | -12.6% |
| 6M | +31.6% | +18.3% | +13.3% | +24.2% |
| YTD | +21.0% | +7.8% | +13.2% | +19.8% |
| 1Y | +11.7% | -12.2% | +23.9% | +25.8% |
| All | +18.6% | -21.0% | +39.6% | +44.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling