-17.3%
BAX vs GLXY
-38.8%
+21.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.5% | +0.5% |
| 7D | +0.1% | +5.3% | -5.2% | -0.2% |
| 30D | +4.1% | -19.8% | +23.9% | +4.6% |
| 3M | -4.5% | -31.4% | +26.8% | -3.7% |
| 6M | +49.2% | -53.3% | +102.6% | +51.9% |
| YTD | +35.2% | -35.7% | +70.9% | +34.5% |
| 1Y | +38.3% | -47.2% | +85.5% | +38.3% |
| All | -17.3% | -38.8% | +21.5% | -18.2% |
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