+145.0%
ALAB vs GLXY
-38.8%
+183.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.3% | +2.7% | -0.3% |
| 7D | +16.3% | +5.3% | +11.0% | +13.7% |
| 30D | -26.1% | -19.8% | -6.3% | -19.4% |
| 3M | -31.3% | -31.4% | +0.1% | -21.0% |
| 6M | -1.0% | -53.3% | +52.3% | +29.7% |
| YTD | +33.3% | -35.7% | +69.0% | +48.6% |
| 1Y | +53.5% | -47.2% | +100.8% | +80.6% |
| All | +145.0% | -38.8% | +183.8% | +175.0% |
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