+15.5%
GLXY vs ALLY
+26.3%
-10.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.9% |
| 7D | +13.4% | +3.7% | +9.8% | +10.0% |
| 30D | +38.1% | -2.3% | +40.4% | +40.8% |
| 3M | -7.3% | +3.8% | -11.2% | -10.2% |
| 6M | +8.2% | +9.7% | -1.5% | -0.3% |
| YTD | +17.8% | -1.4% | +19.2% | +19.5% |
| 1Y | +14.9% | +8.2% | +6.7% | +8.7% |
| All | +15.5% | +26.3% | -10.9% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling