-36.4%
GLXY vs ABCL
+515.8%
-552.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.2% | +1.0% | +4.4% |
| 7D | -0.5% | +12.4% | -13.0% | -4.2% |
| 30D | -28.6% | -0.4% | -28.3% | -27.9% |
| 3M | -28.1% | +80.4% | -108.4% | -40.2% |
| 6M | -52.0% | +138.5% | -190.6% | -64.9% |
| YTD | -35.1% | +265.5% | -300.6% | -60.7% |
| 1Y | -54.0% | +219.7% | -273.7% | -70.8% |
| All | -36.4% | +515.8% | -552.1% | -57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling