-33.4%
GLXY vs ALLE
+34.9%
-68.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.9% |
| 7D | +16.9% | +1.6% | +15.4% | +16.7% |
| 30D | -23.0% | +24.1% | -47.1% | -27.2% |
| 3M | -28.0% | +14.8% | -42.8% | -30.1% |
| 6M | -51.6% | +45.9% | -97.5% | -57.5% |
| YTD | -32.1% | +20.7% | -52.9% | -36.0% |
| 1Y | -51.5% | +14.2% | -65.6% | -51.7% |
| All | -33.4% | +34.9% | -68.3% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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