-36.9%
GLXY vs ABCL
+466.0%
-502.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.1% | -4.2% | -4.9% |
| 7D | +5.3% | -3.3% | +8.6% | +6.3% |
| 30D | -19.8% | -7.1% | -12.7% | -17.1% |
| 3M | -31.4% | +4.7% | -36.1% | -31.9% |
| 6M | -53.3% | +140.9% | -194.2% | -66.1% |
| YTD | -35.7% | +236.0% | -271.7% | -59.9% |
| 1Y | -47.2% | +217.4% | -264.6% | -66.3% |
| All | -36.9% | +466.0% | -502.9% | -56.7% |
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