-36.4%
GLXY vs ALLE
+35.2%
-71.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.8% | +3.5% | +5.8% |
| 7D | -0.5% | -0.6% | +0.1% | -0.5% |
| 30D | -28.6% | +26.6% | -55.2% | -32.9% |
| 3M | -28.1% | +13.2% | -41.2% | -29.8% |
| 6M | -52.0% | +42.9% | -94.9% | -57.4% |
| YTD | -35.1% | +21.0% | -56.1% | -38.8% |
| 1Y | -54.0% | +15.2% | -69.2% | -54.5% |
| All | -36.4% | +35.2% | -71.5% | -41.3% |
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