-43.1%
GLXY vs ACGL
+18.1%
-61.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -7.0% | -7.2% |
| 7D | -28.4% | +6.4% | -34.8% | -23.1% |
| 30D | -41.4% | +16.6% | -58.0% | -31.5% |
| 3M | -31.9% | +11.6% | -43.5% | -23.2% |
| 6M | -57.2% | +17.5% | -74.6% | -48.8% |
| YTD | -41.9% | +15.3% | -57.2% | -31.4% |
| 1Y | -58.7% | +26.3% | -85.0% | -50.9% |
| All | -43.1% | +18.1% | -61.2% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling