-38.1%
GLXY vs ALK
-21.3%
-16.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | -16.2% | +12.9% | -29.1% | -21.1% |
| 30D | -30.6% | +5.5% | -36.1% | -32.9% |
| 3M | -27.7% | -12.1% | -15.6% | -23.5% |
| 6M | -53.3% | +1.7% | -55.0% | -54.6% |
| YTD | -36.9% | -17.4% | -19.5% | -32.4% |
| 1Y | -55.6% | -1.9% | -53.7% | -56.0% |
| All | -38.1% | -21.3% | -16.8% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling