-30.0%
GLXY vs ALLY
+11.6%
-41.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +1.6% | +11.6% | +11.9% |
| 7D | +14.3% | -2.8% | +17.1% | +17.0% |
| 30D | -19.6% | +1.9% | -21.5% | -21.5% |
| 3M | -20.7% | -12.1% | -8.5% | -12.1% |
| 6M | -49.6% | -9.0% | -40.6% | -45.8% |
| YTD | -28.6% | -12.9% | -15.7% | -20.0% |
| 1Y | -48.0% | -0.1% | -48.0% | -48.0% |
| All | -30.0% | +11.6% | -41.5% | -32.3% |
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