+61.5%
COP vs GLXY
-38.8%
+100.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.3% | +6.9% | +1.5% |
| 7D | +4.4% | +5.3% | -0.9% | +4.5% |
| 30D | 0.0% | -19.8% | +19.8% | -0.3% |
| 3M | +15.0% | -31.4% | +46.4% | +14.2% |
| 6M | +22.0% | -53.3% | +75.3% | +20.5% |
| YTD | +55.3% | -35.7% | +91.0% | +53.3% |
| 1Y | +64.1% | -47.2% | +111.3% | +62.0% |
| All | +61.5% | -38.8% | +100.3% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling