+61.2%
ALB vs GLXY
-35.4%
+96.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.8% | -0.6% |
| 7D | -3.6% | +16.9% | -20.5% | -5.3% |
| 30D | -2.9% | -23.0% | +20.1% | -0.8% |
| 3M | -25.8% | -28.0% | +2.1% | -24.1% |
| 6M | -53.6% | -51.6% | -1.9% | -50.4% |
| YTD | -32.4% | -32.1% | -0.3% | -33.3% |
| 1Y | -13.0% | -51.5% | +38.4% | -10.3% |
| All | +61.2% | -35.4% | +96.7% | +58.0% |
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