-55.2%
GLXY vs ALC
+4.2%
-59.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +6.8% | -23.8% | -16.0% |
| 7D | -26.8% | +10.7% | -37.5% | -26.2% |
| 30D | -38.3% | +20.2% | -58.5% | -38.4% |
| 3M | -36.9% | +8.9% | -45.8% | -36.2% |
| 6M | -52.1% | +5.7% | -57.8% | -50.8% |
| YTD | -37.5% | -1.4% | -36.1% | -31.0% |
| 1Y | -55.2% | +4.7% | -59.9% | -53.1% |
| All | -55.2% | +4.2% | -59.4% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling