+7.0%
GLXY vs CRBG
+11.8%
-4.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | 0.0% |
| 7D | -7.3% | +0.6% | -7.9% | -7.8% |
| 30D | +15.7% | +2.6% | +13.1% | +13.1% |
| 3M | -26.7% | +24.0% | -50.7% | -40.6% |
| 6M | +13.7% | +50.5% | -36.8% | -24.7% |
| YTD | +9.1% | +17.1% | -8.0% | -6.5% |
| 1Y | -15.5% | +5.9% | -21.4% | -23.0% |
| All | +7.0% | +11.8% | -4.8% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling