-5.9%
COF vs GLXY
-10.0%
+4.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -1.4% |
| 7D | -6.1% | -8.9% | +2.9% | -5.3% |
| 30D | -5.2% | +19.9% | -25.0% | -6.8% |
| 3M | +17.0% | -20.0% | +37.0% | +18.7% |
| 6M | +12.9% | +10.5% | +2.4% | +9.3% |
| YTD | -13.5% | +7.9% | -21.5% | -17.6% |
| 1Y | -5.9% | -7.5% | +1.6% | -9.4% |
| All | -5.9% | -10.0% | +4.1% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 1y: compounded portfolio wealth divided by compounded GLXY 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…
1y analysis · Full analysis span regression · 6 months rolling