-40.1%
GLXY vs CP
+14.1%
-54.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.7% | +6.9% | +5.3% |
| 7D | -14.6% | +2.8% | -17.4% | -15.0% |
| 30D | -36.2% | +10.2% | -46.4% | -37.6% |
| 3M | -30.1% | +2.4% | -32.4% | -30.2% |
| 6M | -56.1% | +7.7% | -63.8% | -57.4% |
| YTD | -38.9% | +26.0% | -64.9% | -43.0% |
| 1Y | -55.0% | +34.6% | -89.7% | -58.5% |
| All | -40.1% | +14.1% | -54.1% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling