-36.4%
GLXY vs ALM
+132.1%
-168.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.1% | -1.8% | +4.0% |
| 7D | -0.5% | +0.7% | -1.3% | -0.8% |
| 30D | -28.6% | -26.1% | -2.6% | -22.7% |
| 3M | -28.1% | -38.1% | +10.1% | -18.7% |
| 6M | -52.0% | -55.4% | +3.4% | -42.8% |
| YTD | -35.1% | -0.4% | -34.7% | -28.9% |
| 1Y | -54.0% | +25.4% | -79.4% | -51.4% |
| All | -36.4% | +132.1% | -168.5% | -36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling