-38.1%
GLXY vs COO
-22.4%
-15.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.7% |
| 7D | -16.2% | +4.5% | -20.7% | -16.2% |
| 30D | -30.6% | +16.9% | -47.5% | -31.7% |
| 3M | -27.7% | -16.7% | -11.0% | -26.6% |
| 6M | -53.3% | +5.9% | -59.3% | -55.2% |
| YTD | -36.9% | -22.4% | -14.5% | -33.0% |
| 1Y | -55.6% | -10.1% | -45.5% | -54.3% |
| All | -38.1% | -22.4% | -15.8% | -34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling