+53.2%
COP vs GLXY
+15.1%
+38.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.2% | +0.6% |
| 7D | -0.8% | +15.5% | -16.3% | -0.6% |
| 30D | +15.6% | +34.1% | -18.5% | +16.1% |
| 3M | +14.3% | -11.3% | +25.7% | +14.3% |
| 6M | +17.0% | +31.6% | -14.6% | +17.1% |
| YTD | +47.4% | +21.0% | +26.5% | +47.1% |
| 1Y | +52.4% | +11.7% | +40.7% | +53.7% |
| All | +53.2% | +15.1% | +38.1% | +56.5% |
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