-36.4%
GLXY vs ACGL
+15.5%
-51.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +7.0% |
| 7D | -0.5% | -1.1% | +0.5% | -0.8% |
| 30D | -28.6% | +13.1% | -41.8% | -19.0% |
| 3M | -28.1% | +9.8% | -37.9% | -20.2% |
| 6M | -52.0% | +15.3% | -67.3% | -43.7% |
| YTD | -35.1% | +12.7% | -47.8% | -25.0% |
| 1Y | -54.0% | +20.7% | -74.7% | -46.6% |
| All | -36.4% | +15.5% | -51.8% | -27.5% |
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