-17.2%
BAX vs GLXY
+12.0%
-29.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.0% |
| 7D | -1.1% | +13.4% | -14.6% | -1.7% |
| 30D | -5.5% | +38.1% | -43.6% | -6.8% |
| 3M | +33.5% | -7.3% | +40.9% | +32.8% |
| 6M | +35.9% | +8.2% | +27.7% | +33.1% |
| YTD | +35.4% | +17.8% | +17.6% | +32.0% |
| 1Y | +9.8% | +14.9% | -5.2% | +7.1% |
| All | -17.2% | +12.0% | -29.3% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling