-48.0%
GLXY vs ALM
+14.6%
-62.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.2% | +12.9% | +13.1% |
| 7D | +14.3% | -7.2% | +21.5% | +17.4% |
| 30D | -19.6% | -26.4% | +6.7% | -10.3% |
| 3M | -20.7% | -38.6% | +17.9% | -6.1% |
| 6M | -49.6% | -61.0% | +11.4% | -34.2% |
| YTD | -28.6% | -7.4% | -21.2% | -9.4% |
| 1Y | -48.0% | +14.0% | -62.0% | -34.3% |
| All | -48.0% | +14.6% | -62.7% | -34.3% |
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