-55.2%
GLXY vs CNH
+15.2%
-70.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -0.2% | -16.8% | -17.0% |
| 7D | -26.8% | +6.5% | -33.3% | -28.0% |
| 30D | -38.3% | -12.0% | -26.4% | -36.2% |
| 3M | -36.9% | +4.4% | -41.3% | -38.5% |
| 6M | -52.1% | +15.7% | -67.8% | -54.6% |
| YTD | -37.5% | +28.2% | -65.8% | -45.9% |
| 1Y | -55.2% | +14.8% | -70.0% | -59.7% |
| All | -55.2% | +15.2% | -70.4% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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