+15.5%
GLXY vs CRL
+107.6%
-92.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | +0.1% |
| 7D | +13.4% | -1.0% | +14.5% | +14.0% |
| 30D | +38.1% | +10.7% | +27.5% | +32.6% |
| 3M | -7.3% | +55.3% | -62.6% | -26.8% |
| 6M | +8.2% | +60.7% | -52.5% | -17.4% |
| YTD | +17.8% | +44.6% | -26.9% | -2.1% |
| 1Y | +14.9% | +77.7% | -62.8% | -12.6% |
| All | +15.5% | +107.6% | -92.1% | -19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling