-36.4%
GLXY vs CP
+16.4%
-52.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.0% | +4.2% | +6.1% |
| 7D | -0.5% | +2.8% | -3.3% | -0.8% |
| 30D | -28.6% | +11.3% | -40.0% | -30.1% |
| 3M | -28.1% | +2.9% | -30.9% | -28.1% |
| 6M | -52.0% | +9.8% | -61.8% | -53.5% |
| YTD | -35.1% | +28.5% | -63.6% | -39.5% |
| 1Y | -54.0% | +33.5% | -87.5% | -57.5% |
| All | -36.4% | +16.4% | -52.7% | -42.5% |
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 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