-40.1%
GLXY vs ACM
-37.1%
-3.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | -14.6% | +5.4% | -20.0% | -15.7% |
| 30D | -36.2% | +15.1% | -51.3% | -38.4% |
| 3M | -30.1% | -10.5% | -19.6% | -28.0% |
| 6M | -56.1% | -19.7% | -36.4% | -52.7% |
| YTD | -38.9% | -28.8% | -10.1% | -31.0% |
| 1Y | -55.0% | -47.9% | -7.2% | -42.4% |
| All | -40.1% | -37.1% | -3.0% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling