-57.2%
GLXY vs ALLE
+42.1%
-99.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.9% | -4.2% | -7.7% |
| 7D | -28.4% | 0.0% | -28.4% | -28.3% |
| 30D | -41.4% | +20.6% | -62.0% | -40.1% |
| 3M | -31.9% | +11.4% | -43.3% | -30.7% |
| 6M | -57.2% | +42.5% | -99.7% | -57.2% |
| All | -57.2% | +42.1% | -99.3% | -57.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling