+15.5%
GLXY vs CDW
-16.7%
+32.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +13.4% | +3.2% | +10.3% | +12.7% |
| 30D | +38.1% | +9.3% | +28.8% | +35.4% |
| 3M | -7.3% | +9.8% | -17.1% | -8.8% |
| 6M | +8.2% | +23.3% | -15.2% | +1.5% |
| YTD | +17.8% | +13.7% | +4.1% | +15.3% |
| 1Y | +14.9% | -6.5% | +21.4% | +27.0% |
| All | +15.5% | -16.7% | +32.1% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling