-36.9%
GLXY vs ACGL
+17.1%
-54.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.3% | -5.6% | -4.9% |
| 7D | +5.3% | +2.2% | +3.1% | +7.6% |
| 30D | -19.8% | +12.3% | -32.1% | -9.4% |
| 3M | -31.4% | +11.8% | -43.2% | -22.5% |
| 6M | -53.3% | +17.5% | -70.8% | -44.3% |
| YTD | -35.7% | +14.3% | -50.0% | -24.6% |
| 1Y | -47.2% | +18.2% | -65.4% | -38.0% |
| All | -36.9% | +17.1% | -54.0% | -27.1% |
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