-40.1%
GLXY vs ALC
-14.7%
-25.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.1% | +7.3% | +5.2% |
| 7D | -14.6% | +4.9% | -19.5% | -14.8% |
| 30D | -36.2% | +19.0% | -55.1% | -37.7% |
| 3M | -30.1% | +7.8% | -37.9% | -30.6% |
| 6M | -56.1% | +14.6% | -70.7% | -57.6% |
| YTD | -38.9% | -4.4% | -34.5% | -35.5% |
| 1Y | -55.0% | +1.4% | -56.4% | -53.3% |
| All | -40.1% | -14.7% | -25.4% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling