-36.9%
GLXY vs ALLE
+36.2%
-73.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.0% | -6.3% | -5.4% |
| 7D | +5.3% | +3.6% | +1.7% | +4.7% |
| 30D | -19.8% | +25.9% | -45.7% | -24.4% |
| 3M | -31.4% | +15.8% | -47.1% | -33.5% |
| 6M | -53.3% | +48.1% | -101.4% | -59.2% |
| YTD | -35.7% | +22.0% | -57.7% | -39.5% |
| 1Y | -47.2% | +18.0% | -65.2% | -48.8% |
| All | -36.9% | +36.2% | -73.1% | -41.9% |
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