-38.1%
GLXY vs CP
+16.1%
-54.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -16.2% | +2.8% | -19.0% | -16.4% |
| 30D | -30.6% | +11.0% | -41.6% | -32.0% |
| 3M | -27.7% | +3.8% | -31.6% | -27.9% |
| 6M | -53.3% | +9.5% | -62.8% | -54.8% |
| YTD | -36.9% | +28.2% | -65.1% | -41.2% |
| 1Y | -55.6% | +33.0% | -88.6% | -58.9% |
| All | -38.1% | +16.1% | -54.2% | -44.1% |
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