-16.2%
BA vs GLXY
-38.3%
+22.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.2% | -6.8% | -1.0% |
| 7D | -1.7% | -0.5% | -1.2% | -2.0% |
| 30D | -9.5% | -28.6% | +19.2% | -7.8% |
| 3M | -26.5% | -28.1% | +1.6% | -25.4% |
| 6M | -27.4% | -52.0% | +24.6% | -24.5% |
| YTD | -20.6% | -35.1% | +14.5% | -20.3% |
| 1Y | -11.4% | -54.0% | +42.6% | -10.0% |
| All | -16.2% | -38.3% | +22.0% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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