-33.4%
GLXY vs ACGL
+16.7%
-50.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.9% |
| 7D | +16.9% | -1.2% | +18.2% | +15.6% |
| 30D | -23.0% | +12.8% | -35.8% | -12.7% |
| 3M | -28.0% | +12.3% | -40.3% | -18.4% |
| 6M | -51.6% | +15.8% | -67.5% | -42.8% |
| YTD | -32.1% | +13.9% | -46.0% | -20.7% |
| 1Y | -51.5% | +19.0% | -70.5% | -43.1% |
| All | -33.4% | +16.7% | -50.1% | -23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling