-40.1%
GLXY vs ALM
+114.8%
-154.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.1% | +3.1% | +4.7% |
| 7D | -14.6% | -6.7% | -8.0% | -13.1% |
| 30D | -36.2% | -32.9% | -3.3% | -29.0% |
| 3M | -30.1% | -39.5% | +9.4% | -20.3% |
| 6M | -56.1% | -62.0% | +5.9% | -45.9% |
| YTD | -38.9% | -7.8% | -31.1% | -31.6% |
| 1Y | -55.0% | +26.7% | -81.7% | -51.9% |
| All | -40.1% | +114.8% | -154.9% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling