+26.3%
KO vs GLXY
+2.7%
+23.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.2% |
| 7D | -1.1% | -8.9% | +7.8% | -1.4% |
| 30D | +1.6% | +19.9% | -18.3% | +2.3% |
| 3M | +5.8% | -20.0% | +25.7% | +5.5% |
| 6M | +14.3% | +10.5% | +3.7% | +15.2% |
| YTD | +27.3% | +7.9% | +19.4% | +28.5% |
| 1Y | +33.2% | -7.5% | +40.6% | +34.7% |
| All | +26.3% | +2.7% | +23.7% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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