+68.5%
ALB vs GLXY
-38.3%
+106.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.4% | -0.8% |
| 7D | +9.5% | -0.5% | +10.0% | +8.8% |
| 30D | -2.1% | -28.6% | +26.5% | +0.9% |
| 3M | -24.1% | -28.1% | +3.9% | -22.4% |
| 6M | -51.0% | -52.0% | +1.0% | -47.6% |
| YTD | -29.3% | -35.1% | +5.8% | -29.9% |
| 1Y | +3.2% | -54.0% | +57.2% | +7.2% |
| All | +68.5% | -38.3% | +106.8% | +66.1% |
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