-55.0%
GLXY vs CNH
+11.5%
-66.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.8% | +2.5% | +4.6% |
| 7D | -14.6% | -1.7% | -12.9% | -14.3% |
| 30D | -36.2% | -7.2% | -28.9% | -34.9% |
| 3M | -30.1% | +6.5% | -36.6% | -32.4% |
| 6M | -56.1% | +7.9% | -64.0% | -57.2% |
| YTD | -38.9% | +26.6% | -65.5% | -46.6% |
| 1Y | -55.0% | +13.8% | -68.8% | -59.5% |
| All | -55.0% | +11.5% | -66.5% | -59.5% |
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