-11.4%
COST vs GLXY
+7.0%
-18.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.0% | +6.2% | -1.0% |
| 7D | -2.8% | +4.5% | -7.3% | -2.7% |
| 30D | -5.3% | +28.8% | -34.1% | -4.6% |
| 3M | -6.7% | -23.0% | +16.4% | -6.5% |
| 6M | -9.9% | +17.0% | -26.9% | -9.7% |
| YTD | +5.1% | +12.5% | -7.3% | +5.5% |
| 1Y | -7.3% | -5.4% | -1.9% | -6.9% |
| All | -11.4% | +7.0% | -18.4% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling