-30.0%
GLXY vs CP
+16.0%
-46.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | 0.0% | +13.2% | +13.2% |
| 7D | +14.3% | -0.7% | +15.0% | +14.3% |
| 30D | -19.6% | +9.6% | -29.3% | -21.0% |
| 3M | -20.7% | +2.2% | -22.9% | -20.7% |
| 6M | -49.6% | +11.1% | -60.7% | -51.5% |
| YTD | -28.6% | +28.2% | -56.8% | -33.4% |
| 1Y | -48.0% | +32.2% | -80.2% | -51.9% |
| All | -30.0% | +16.0% | -46.0% | -36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling