-38.1%
GLXY vs ALC
-15.7%
-22.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.3% | -2.8% |
| 7D | -16.2% | +2.3% | -18.5% | -16.1% |
| 30D | -30.6% | +15.5% | -46.1% | -32.1% |
| 3M | -27.7% | +0.6% | -28.3% | -27.3% |
| 6M | -53.3% | +18.4% | -71.7% | -55.9% |
| YTD | -36.9% | -5.6% | -31.3% | -33.3% |
| 1Y | -55.6% | 0.0% | -55.7% | -53.9% |
| All | -38.1% | -15.7% | -22.4% | -36.6% |
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