-15.4%
BAX vs GLXY
-38.3%
+22.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.2% | -3.8% | +2.2% |
| 7D | +9.0% | -0.5% | +9.6% | +8.8% |
| 30D | +8.5% | -28.6% | +37.1% | +9.5% |
| 3M | -4.1% | -28.1% | +24.0% | -3.4% |
| 6M | +46.9% | -52.0% | +98.9% | +49.4% |
| YTD | +38.4% | -35.1% | +73.5% | +37.6% |
| 1Y | +47.0% | -54.0% | +101.0% | +48.2% |
| All | -15.4% | -38.3% | +22.9% | -16.3% |
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 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