+7.4%
COST vs GLXY
-35.4%
+42.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.4% | +0.2% |
| 7D | +2.5% | +16.9% | -14.5% | +3.1% |
| 30D | +14.6% | -23.0% | +37.6% | +14.0% |
| 3M | +15.2% | -28.0% | +43.2% | +14.6% |
| 6M | +7.2% | -51.6% | +58.8% | +6.3% |
| YTD | +27.4% | -32.1% | +59.5% | +26.5% |
| 1Y | +20.2% | -51.5% | +71.7% | +19.3% |
| All | +7.4% | -35.4% | +42.8% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling