+138.7%
ALAB vs GLXY
-40.0%
+178.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | +0.9% |
| 7D | -7.5% | -16.2% | +8.7% | -0.2% |
| 30D | -36.8% | -30.6% | -6.2% | -26.7% |
| 3M | -31.9% | -27.7% | -4.1% | -23.2% |
| 6M | +8.2% | -53.3% | +61.5% | +42.2% |
| YTD | +29.9% | -36.9% | +66.8% | +46.3% |
| 1Y | +24.4% | -55.6% | +80.0% | +54.6% |
| All | +138.7% | -40.0% | +178.7% | +170.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling