-30.0%
GLXY vs ALLE
+35.6%
-65.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.8% | +12.3% | +13.0% |
| 7D | +14.3% | -0.8% | +15.1% | +14.5% |
| 30D | -19.6% | +27.4% | -47.0% | -24.6% |
| 3M | -20.7% | +13.8% | -34.5% | -22.8% |
| 6M | -49.6% | +45.5% | -95.1% | -55.6% |
| YTD | -28.6% | +21.4% | -50.0% | -32.7% |
| 1Y | -48.0% | +15.4% | -63.4% | -48.6% |
| All | -30.0% | +35.6% | -65.5% | -35.5% |
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