-43.1%
GLXY vs ALLE
+32.8%
-75.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.9% | -4.2% | -6.6% |
| 7D | -28.4% | 0.0% | -28.4% | -28.5% |
| 30D | -41.4% | +20.6% | -62.0% | -44.2% |
| 3M | -31.9% | +11.4% | -43.3% | -33.5% |
| 6M | -57.2% | +42.5% | -99.7% | -62.3% |
| YTD | -41.9% | +18.9% | -60.8% | -45.1% |
| 1Y | -58.7% | +14.2% | -72.9% | -59.3% |
| All | -43.1% | +32.8% | -75.8% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling