-33.4%
GLXY vs ABCL
+472.4%
-505.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.2% | -4.0% |
| 7D | +16.9% | +4.4% | +12.5% | +15.1% |
| 30D | -23.0% | -7.9% | -15.1% | -20.2% |
| 3M | -28.0% | +12.2% | -40.2% | -30.0% |
| 6M | -51.6% | +134.7% | -186.4% | -64.5% |
| YTD | -32.1% | +239.8% | -271.9% | -57.9% |
| 1Y | -51.5% | +192.7% | -244.2% | -68.3% |
| All | -33.4% | +472.4% | -505.8% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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