-54.1%
GLXY vs ACM
-45.0%
-9.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.9% |
| 7D | -16.2% | +6.6% | -22.8% | -17.0% |
| 30D | -30.6% | +19.8% | -50.4% | -32.7% |
| 3M | -27.7% | -3.1% | -24.6% | -27.1% |
| 6M | -53.3% | -11.5% | -41.8% | -51.3% |
| YTD | -36.9% | -24.7% | -12.2% | -30.1% |
| All | -54.1% | -45.0% | -9.1% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling