+15.5%
GLXY vs ALHC
-9.0%
+24.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +13.4% | -0.6% | +14.0% | +13.5% |
| 30D | +38.1% | -1.0% | +39.1% | +38.1% |
| 3M | -7.3% | -10.2% | +2.8% | -7.2% |
| 6M | +8.2% | -28.3% | +36.5% | +11.3% |
| YTD | +17.8% | -31.4% | +49.2% | +21.2% |
| 1Y | +14.9% | -16.9% | +31.9% | +13.4% |
| All | +15.5% | -9.0% | +24.5% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling