+52.0%
BAX vs GLXY
-55.9%
+108.0%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | +0.4% |
| 7D | +12.1% | -14.6% | +26.8% | +12.2% |
| 30D | +7.6% | -36.2% | +43.8% | +8.3% |
| 3M | -4.5% | -30.1% | +25.6% | -4.0% |
| 6M | +52.0% | -56.1% | +108.1% | +51.2% |
| All | +52.0% | -55.9% | +108.0% | +51.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling