-40.1%
GLXY vs CRL
+142.8%
-182.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.8% | -2.6% | +1.0% |
| 7D | -14.6% | -6.1% | -8.5% | -11.1% |
| 30D | -36.2% | +12.4% | -48.6% | -38.1% |
| 3M | -30.1% | +27.1% | -57.2% | -35.8% |
| 6M | -56.1% | +85.7% | -141.8% | -67.6% |
| YTD | -38.9% | +69.2% | -108.1% | -51.7% |
| 1Y | -55.0% | +97.5% | -152.6% | -67.1% |
| All | -40.1% | +142.8% | -182.9% | -60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling