+14.2%
BAC vs GLXY
-41.9%
+56.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | -0.9% |
| 7D | -1.2% | -14.6% | +13.4% | -0.8% |
| 30D | -7.7% | -36.2% | +28.5% | -6.2% |
| 3M | -21.2% | -30.1% | +8.9% | -20.5% |
| 6M | -6.8% | -56.1% | +49.3% | -4.5% |
| YTD | -8.7% | -38.9% | +30.2% | -9.7% |
| 1Y | -5.3% | -55.0% | +49.8% | -4.9% |
| All | +14.2% | -41.9% | +56.1% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling