+58.9%
COP vs GLXY
-35.4%
+94.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.9% | +6.5% | +1.5% |
| 7D | +3.4% | +16.9% | -13.6% | +3.7% |
| 30D | -0.6% | -23.0% | +22.4% | -1.0% |
| 3M | +10.8% | -28.0% | +38.7% | +10.1% |
| 6M | +19.6% | -51.6% | +71.2% | +18.2% |
| YTD | +52.9% | -32.1% | +85.0% | +51.1% |
| 1Y | +62.2% | -51.5% | +113.7% | +60.0% |
| All | +58.9% | -35.4% | +94.3% | +60.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling