-38.1%
GLXY vs ACGL
+16.6%
-54.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -1.8% |
| 7D | -16.2% | +1.3% | -17.4% | -14.5% |
| 30D | -30.6% | +14.2% | -44.8% | -20.5% |
| 3M | -27.7% | +11.1% | -38.8% | -18.8% |
| 6M | -53.3% | +16.4% | -69.7% | -44.7% |
| YTD | -36.9% | +13.8% | -50.7% | -26.3% |
| 1Y | -55.6% | +21.6% | -77.2% | -47.9% |
| All | -38.1% | +16.6% | -54.7% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling