+18.6%
GLXY vs CPB
-33.1%
+51.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +1.0% | +3.6% |
| 7D | +15.5% | -8.2% | +23.7% | +11.0% |
| 30D | +34.1% | -5.6% | +39.7% | +30.6% |
| 3M | -11.3% | +3.0% | -14.3% | -9.3% |
| 6M | +31.6% | -12.7% | +44.3% | +27.1% |
| YTD | +21.0% | -18.0% | +39.0% | +16.5% |
| 1Y | +11.7% | -31.7% | +43.4% | +8.7% |
| All | +18.6% | -33.1% | +51.7% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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