+110.6%
ALAB vs GLXY
-41.9%
+152.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.2% | +1.0% | +4.0% |
| 7D | -26.3% | -14.6% | -11.7% | -21.5% |
| 30D | -50.1% | -36.2% | -13.9% | -40.1% |
| 3M | -42.5% | -30.1% | -12.4% | -34.3% |
| 6M | -10.8% | -56.1% | +45.3% | +19.9% |
| YTD | +14.6% | -38.9% | +53.5% | +30.7% |
| 1Y | +17.1% | -55.0% | +72.2% | +45.5% |
| All | +110.6% | -41.9% | +152.5% | +141.8% |
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