-30.0%
GLXY vs ALHC
-48.3%
+18.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.3% | +12.9% | +13.1% |
| 7D | +14.3% | -5.5% | +19.8% | +15.2% |
| 30D | -19.6% | -4.9% | -14.7% | -19.1% |
| 3M | -20.7% | -41.7% | +21.1% | -14.4% |
| 6M | -49.6% | -55.2% | +5.6% | -44.2% |
| YTD | -28.6% | -61.1% | +32.5% | -20.2% |
| 1Y | -48.0% | -53.3% | +5.3% | -44.5% |
| All | -30.0% | -48.3% | +18.4% | -33.5% |
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