+54.6%
COP vs GLXY
-41.9%
+96.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | +0.7% |
| 7D | -11.5% | -14.6% | +3.1% | -11.7% |
| 30D | +5.0% | -36.2% | +41.1% | +4.1% |
| 3M | +17.5% | -30.1% | +47.6% | +16.6% |
| 6M | +16.2% | -56.1% | +72.3% | +14.6% |
| YTD | +48.8% | -38.9% | +87.7% | +46.6% |
| 1Y | +64.1% | -55.0% | +119.1% | +61.6% |
| All | +54.6% | -41.9% | +96.5% | +55.9% |
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