-36.4%
GLXY vs CRL
+154.2%
-190.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.7% | +1.5% | +3.7% |
| 7D | -0.5% | +4.4% | -4.9% | -1.9% |
| 30D | -28.6% | +17.1% | -45.7% | -32.3% |
| 3M | -28.1% | +32.1% | -60.2% | -35.3% |
| 6M | -52.0% | +98.9% | -150.9% | -65.9% |
| YTD | -35.1% | +77.1% | -112.2% | -50.0% |
| 1Y | -54.0% | +110.3% | -164.3% | -67.4% |
| All | -36.4% | +154.2% | -190.6% | -59.1% |
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