-57.2%
GLXY vs CP
+13.0%
-70.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.7% | -6.4% | -7.5% |
| 7D | -28.4% | +6.1% | -34.5% | -26.1% |
| 30D | -41.4% | +9.8% | -51.2% | -39.3% |
| 3M | -31.9% | +2.7% | -34.7% | -30.0% |
| 6M | -57.2% | +12.8% | -70.0% | -58.8% |
| All | -57.2% | +13.0% | -70.2% | -58.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling