-36.9%
GLXY vs ALLY
+11.7%
-48.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.1% | -5.9% |
| 7D | +5.3% | +0.4% | +4.9% | +5.1% |
| 30D | -19.8% | +5.2% | -25.0% | -24.0% |
| 3M | -31.4% | -13.3% | -18.1% | -23.0% |
| 6M | -53.3% | -6.7% | -46.7% | -51.0% |
| YTD | -35.7% | -12.8% | -22.9% | -28.0% |
| 1Y | -47.2% | +0.7% | -47.9% | -47.7% |
| All | -36.9% | +11.7% | -48.6% | -39.1% |
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