+18.6%
GLXY vs CG
+1.8%
+16.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +4.7% |
| 7D | +15.5% | -1.3% | +16.7% | +16.8% |
| 30D | +34.1% | -3.2% | +37.3% | +36.5% |
| 3M | -11.3% | +6.2% | -17.6% | -17.7% |
| 6M | +31.6% | -4.7% | +36.3% | +36.1% |
| YTD | +21.0% | -20.6% | +41.6% | +50.9% |
| 1Y | +11.7% | -26.4% | +38.1% | +43.2% |
| All | +18.6% | +1.8% | +16.8% | +18.4% |
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