-55.2%
GLXY vs COO
-7.7%
-47.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +5.9% | -22.9% | -16.2% |
| 7D | -26.8% | +8.4% | -35.3% | -26.0% |
| 30D | -38.3% | +13.5% | -51.8% | -37.9% |
| 3M | -36.9% | -13.8% | -23.2% | -37.3% |
| 6M | -52.1% | +4.7% | -56.8% | -54.1% |
| YTD | -37.5% | -21.4% | -16.1% | -29.9% |
| 1Y | -55.2% | -6.7% | -48.4% | -52.9% |
| All | -55.2% | -7.7% | -47.5% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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