-55.2%
GLXY vs ACGL
+28.7%
-83.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +2.7% | -19.7% | -12.9% |
| 7D | -26.8% | +8.0% | -34.8% | -17.0% |
| 30D | -38.3% | +17.3% | -55.6% | -21.6% |
| 3M | -36.9% | +11.2% | -48.1% | -25.2% |
| 6M | -52.1% | +18.2% | -70.3% | -36.3% |
| YTD | -37.5% | +15.4% | -52.9% | -18.4% |
| 1Y | -55.2% | +26.5% | -81.7% | -43.4% |
| All | -55.2% | +28.7% | -83.9% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling