-43.1%
GLXY vs ABCL
+448.3%
-491.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -9.4% | +2.3% | -3.9% |
| 7D | -28.4% | -14.9% | -13.5% | -24.2% |
| 30D | -41.4% | -15.4% | -26.0% | -37.5% |
| 3M | -31.9% | +88.0% | -119.9% | -44.2% |
| 6M | -57.2% | +138.8% | -196.0% | -68.8% |
| YTD | -41.9% | +225.4% | -267.4% | -63.4% |
| 1Y | -58.7% | +137.3% | -196.0% | -71.6% |
| All | -43.1% | +448.3% | -491.3% | -60.5% |
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