+14.9%
GLXY vs CRBG
+3.6%
+11.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | 0.0% |
| 7D | +13.4% | +5.7% | +7.7% | +8.9% |
| 30D | +38.1% | +2.6% | +35.5% | +34.7% |
| 3M | -7.3% | +31.6% | -38.9% | -29.4% |
| 6M | +8.2% | +32.8% | -24.7% | -19.1% |
| YTD | +17.8% | +16.5% | +1.3% | +1.8% |
| 1Y | +14.9% | +6.1% | +8.8% | +3.1% |
| All | +14.9% | +3.6% | +11.4% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling