+3.5%
COR vs GLXY
-57.6%
+61.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -17.0% | +21.0% | +3.2% |
| 7D | +9.1% | -26.8% | +36.0% | +7.9% |
| 30D | +12.4% | -38.3% | +50.7% | +10.5% |
| 3M | +15.8% | -36.9% | +52.7% | +14.4% |
| 6M | +17.1% | -52.1% | +69.2% | +15.2% |
| YTD | +5.4% | -37.5% | +43.0% | +4.5% |
| 1Y | +3.5% | -55.2% | +58.7% | +0.7% |
| All | +3.5% | -57.6% | +61.1% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling