+15.5%
GLXY vs ALLE
+11.1%
+4.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | +13.4% | -0.2% | +13.7% | +13.5% |
| 30D | +38.1% | -6.8% | +44.9% | +41.3% |
| 3M | -7.3% | +21.0% | -28.4% | -15.1% |
| 6M | +8.2% | +1.1% | +7.1% | +9.0% |
| YTD | +17.8% | -0.5% | +18.3% | +16.5% |
| 1Y | +14.9% | -7.3% | +22.2% | +21.6% |
| All | +15.5% | +11.1% | +4.4% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling