-55.2%
GLXY vs ALM
+44.8%
-100.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +1.2% | -18.1% | -17.4% |
| 7D | -26.8% | -6.4% | -20.4% | -25.0% |
| 30D | -38.3% | -35.0% | -3.3% | -28.5% |
| 3M | -36.9% | -33.8% | -3.1% | -27.4% |
| 6M | -52.1% | -55.0% | +2.9% | -40.0% |
| YTD | -37.5% | -0.2% | -37.3% | -23.7% |
| 1Y | -55.2% | +41.8% | -97.0% | -51.0% |
| All | -55.2% | +44.8% | -100.0% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling