+15.5%
GLXY vs ALK
-20.4%
+35.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -1.4% |
| 7D | +13.4% | -0.7% | +14.1% | +13.7% |
| 30D | +38.1% | -19.2% | +57.3% | +53.4% |
| 3M | -7.3% | -1.5% | -5.8% | -7.4% |
| 6M | +8.2% | -13.1% | +21.2% | +13.5% |
| YTD | +17.8% | -16.4% | +34.2% | +25.9% |
| 1Y | +14.9% | -33.1% | +48.0% | +25.5% |
| All | +15.5% | -20.4% | +35.9% | +18.7% |
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 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