-55.6%
GLXY vs ALHC
-52.7%
-2.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.5% | -8.3% | -3.4% |
| 7D | -16.2% | +3.8% | -20.0% | -16.8% |
| 30D | -30.6% | +1.7% | -32.3% | -30.7% |
| 3M | -27.7% | -44.3% | +16.6% | -21.8% |
| 6M | -53.3% | -57.2% | +3.9% | -47.9% |
| YTD | -36.9% | -61.2% | +24.3% | -32.4% |
| 1Y | -55.6% | -53.2% | -2.4% | -56.7% |
| All | -55.6% | -52.7% | -2.9% | -56.7% |
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