-40.1%
GLXY vs ALHC
-50.7%
+10.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.9% | +8.1% | +5.6% |
| 7D | -14.6% | +1.0% | -15.6% | -15.0% |
| 30D | -36.2% | -14.2% | -22.0% | -35.0% |
| 3M | -30.1% | -45.1% | +15.0% | -23.9% |
| 6M | -56.1% | -59.5% | +3.4% | -50.4% |
| YTD | -38.9% | -62.8% | +23.9% | -31.3% |
| 1Y | -55.0% | -55.5% | +0.5% | -51.6% |
| All | -40.1% | -50.7% | +10.6% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling