+12.9%
COR vs GLXY
+15.1%
-2.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -1.8% |
| 7D | -1.9% | +15.5% | -17.3% | -1.4% |
| 30D | +1.5% | +34.1% | -32.6% | +2.6% |
| 3M | +18.7% | -11.3% | +30.0% | +19.3% |
| 6M | -9.0% | +31.6% | -40.6% | -8.5% |
| YTD | -3.3% | +21.0% | -24.3% | -2.4% |
| 1Y | +9.8% | +11.7% | -1.8% | +10.2% |
| All | +12.9% | +15.1% | -2.2% | +12.8% |
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