-36.4%
GLXY vs ALLY
+12.3%
-48.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +5.5% |
| 7D | -0.5% | -0.2% | -0.3% | -1.2% |
| 30D | -28.6% | +3.4% | -32.1% | -31.3% |
| 3M | -28.1% | -11.1% | -17.0% | -21.2% |
| 6M | -52.0% | -11.5% | -40.5% | -47.2% |
| YTD | -35.1% | -12.3% | -22.8% | -27.8% |
| 1Y | -54.0% | +1.1% | -55.1% | -54.5% |
| All | -36.4% | +12.3% | -48.7% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling