+18.6%
GLXY vs CRL
+102.0%
-83.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +3.9% |
| 7D | +15.5% | -0.6% | +16.0% | +15.7% |
| 30D | +34.1% | +5.0% | +29.1% | +31.6% |
| 3M | -11.3% | +50.6% | -61.9% | -29.3% |
| 6M | +31.6% | +60.9% | -29.3% | -0.6% |
| YTD | +21.0% | +40.7% | -19.8% | +1.7% |
| 1Y | +11.7% | +73.3% | -61.6% | -14.2% |
| All | +18.6% | +102.0% | -83.4% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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