-55.2%
GLXY vs CG
-14.1%
-41.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +4.5% | -21.5% | -20.9% |
| 7D | -26.8% | +9.4% | -36.3% | -33.6% |
| 30D | -38.3% | +8.7% | -47.0% | -43.9% |
| 3M | -36.9% | -15.0% | -21.9% | -26.6% |
| 6M | -52.1% | -13.2% | -38.9% | -45.2% |
| YTD | -37.5% | -26.2% | -11.4% | -12.9% |
| 1Y | -55.2% | -14.1% | -41.1% | -51.9% |
| All | -55.2% | -14.1% | -41.1% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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