-36.9%
GLXY vs CP
+16.5%
-53.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -5.2% |
| 7D | +5.3% | +2.1% | +3.1% | +5.1% |
| 30D | -19.8% | +9.3% | -29.1% | -21.1% |
| 3M | -31.4% | +0.5% | -31.8% | -31.1% |
| 6M | -53.3% | +10.4% | -63.7% | -54.9% |
| YTD | -35.7% | +28.7% | -64.4% | -40.1% |
| 1Y | -47.2% | +33.2% | -80.4% | -51.3% |
| All | -36.9% | +16.5% | -53.4% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling