-40.1%
GLXY vs ALK
-26.3%
-13.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.6% | +5.0% |
| 7D | -14.6% | +9.0% | -23.7% | -19.4% |
| 30D | -36.2% | -1.6% | -34.5% | -36.3% |
| 3M | -30.1% | -23.2% | -6.9% | -21.1% |
| 6M | -56.1% | -3.9% | -52.2% | -56.2% |
| YTD | -38.9% | -22.6% | -16.3% | -32.7% |
| 1Y | -55.0% | -5.3% | -49.7% | -54.6% |
| All | -40.1% | -26.3% | -13.8% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling