+52.6%
COP vs GLXY
-38.3%
+90.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.5% | -1.2% |
| 7D | -8.4% | -0.5% | -7.9% | -8.3% |
| 30D | +0.3% | -28.6% | +28.9% | -0.3% |
| 3M | +15.1% | -28.1% | +43.2% | +14.4% |
| 6M | +19.8% | -52.0% | +71.8% | +18.3% |
| YTD | +46.8% | -35.1% | +81.9% | +44.9% |
| 1Y | +59.7% | -54.0% | +113.8% | +57.5% |
| All | +52.6% | -38.3% | +90.9% | +54.1% |
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