-36.4%
GLXY vs ALC
-14.5%
-21.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +6.0% | +6.2% |
| 7D | -0.5% | +2.1% | -2.6% | -0.3% |
| 30D | -28.6% | +17.2% | -45.8% | -30.1% |
| 3M | -28.1% | +4.6% | -32.7% | -28.1% |
| 6M | -52.0% | +20.1% | -72.1% | -54.6% |
| YTD | -35.1% | -4.2% | -30.9% | -31.4% |
| 1Y | -54.0% | +2.1% | -56.1% | -52.3% |
| All | -36.4% | -14.5% | -21.9% | -34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling