-55.2%
GLXY vs CP
+35.2%
-90.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +3.5% | -20.5% | -17.3% |
| 7D | -26.8% | +5.6% | -32.4% | -27.5% |
| 30D | -38.3% | +10.0% | -48.4% | -39.8% |
| 3M | -36.9% | +4.4% | -41.3% | -37.2% |
| 6M | -52.1% | +14.1% | -66.2% | -55.4% |
| YTD | -37.5% | +29.1% | -66.6% | -44.7% |
| 1Y | -55.2% | +34.6% | -89.7% | -63.5% |
| All | -55.2% | +35.2% | -90.4% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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