-55.2%
GLXY vs ALHC
-51.4%
-3.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +10.1% | -27.1% | -18.2% |
| 7D | -26.8% | -0.5% | -26.3% | -26.8% |
| 30D | -38.3% | -4.2% | -34.1% | -38.2% |
| 3M | -36.9% | -39.8% | +2.9% | -32.4% |
| 6M | -52.1% | -57.7% | +5.6% | -45.9% |
| YTD | -37.5% | -58.8% | +21.3% | -33.3% |
| 1Y | -55.2% | -52.4% | -2.8% | -56.3% |
| All | -55.2% | -51.4% | -3.7% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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