-38.1%
GLXY vs CG
-7.6%
-30.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.3% | -1.6% |
| 7D | -16.2% | +2.0% | -18.1% | -18.1% |
| 30D | -30.6% | +8.5% | -39.1% | -36.2% |
| 3M | -27.7% | -12.1% | -15.6% | -20.6% |
| 6M | -53.3% | -16.4% | -36.9% | -46.1% |
| YTD | -36.9% | -28.0% | -8.9% | -15.0% |
| 1Y | -55.6% | -18.9% | -36.7% | -44.5% |
| All | -38.1% | -7.6% | -30.5% | -33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling