+25.1%
COR vs GLXY
-38.8%
+63.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.3% | +8.2% | +2.8% |
| 7D | +7.8% | +5.3% | +2.6% | +8.0% |
| 30D | +7.0% | -19.8% | +26.8% | +6.5% |
| 3M | +16.3% | -31.4% | +47.6% | +15.4% |
| 6M | +41.3% | -53.3% | +94.6% | +39.7% |
| YTD | +7.1% | -35.7% | +42.8% | +6.3% |
| 1Y | -0.8% | -47.2% | +46.4% | -1.8% |
| All | +25.1% | -38.8% | +63.9% | +22.9% |
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