-48.0%
GLXY vs ALC
-4.7%
-43.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -2.2% | +15.3% | +12.8% |
| 7D | +14.3% | -6.3% | +20.6% | +13.4% |
| 30D | -19.6% | +12.6% | -32.2% | -20.7% |
| 3M | -20.7% | -3.8% | -16.8% | -19.6% |
| 6M | -49.6% | +16.8% | -66.4% | -52.8% |
| YTD | -28.6% | -7.6% | -21.0% | -21.4% |
| 1Y | -48.0% | -5.9% | -42.2% | -43.3% |
| All | -48.0% | -4.7% | -43.4% | -43.3% |
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