-38.1%
GLXY vs ABCL
+513.8%
-551.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.4% | -2.6% |
| 7D | -16.2% | +2.3% | -18.5% | -16.8% |
| 30D | -30.6% | -0.7% | -29.9% | -29.8% |
| 3M | -27.7% | +33.4% | -61.1% | -33.2% |
| 6M | -53.3% | +137.8% | -191.1% | -65.8% |
| YTD | -36.9% | +264.3% | -301.2% | -61.7% |
| 1Y | -55.6% | +209.2% | -264.8% | -71.6% |
| All | -38.1% | +513.8% | -551.9% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling