-10.6%
COST vs GLXY
+15.1%
-25.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -0.5% |
| 7D | -3.2% | +15.5% | -18.6% | -2.8% |
| 30D | -4.0% | +34.1% | -38.1% | -3.2% |
| 3M | -6.5% | -11.3% | +4.9% | -6.1% |
| 6M | -8.5% | +31.6% | -40.1% | -8.1% |
| YTD | +6.0% | +21.0% | -15.0% | +6.6% |
| 1Y | -5.8% | +11.7% | -17.5% | -5.1% |
| All | -10.6% | +15.1% | -25.7% | -9.6% |
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