-33.4%
GLXY vs ALK
-26.1%
-7.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.8% | -0.1% | -2.8% |
| 7D | +16.9% | +0.9% | +16.0% | +16.5% |
| 30D | -23.0% | +3.3% | -26.3% | -25.1% |
| 3M | -28.0% | -17.6% | -10.4% | -21.6% |
| 6M | -51.6% | +0.8% | -52.5% | -52.9% |
| YTD | -32.1% | -22.4% | -9.7% | -25.4% |
| 1Y | -51.5% | -10.1% | -41.4% | -50.1% |
| All | -33.4% | -26.1% | -7.4% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling