-40.1%
GLXY vs ACGL
+14.6%
-54.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.0% | +8.2% | +2.2% |
| 7D | -14.6% | +0.9% | -15.5% | -13.1% |
| 30D | -36.2% | +13.7% | -49.9% | -27.3% |
| 3M | -30.1% | +8.0% | -38.1% | -23.5% |
| 6M | -56.1% | +13.3% | -69.4% | -49.1% |
| YTD | -38.9% | +11.8% | -50.8% | -29.9% |
| 1Y | -55.0% | +22.2% | -77.3% | -48.1% |
| All | -40.1% | +14.6% | -54.7% | -32.2% |
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