+38.1%
BDX vs GLXY
+12.0%
+26.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | -2.5% | +13.4% | -16.0% | -2.6% |
| 30D | +8.3% | +38.1% | -29.9% | +8.2% |
| 3M | +24.4% | -7.3% | +31.7% | +24.7% |
| 6M | +9.2% | +8.2% | +1.0% | +8.6% |
| YTD | +22.7% | +17.8% | +5.0% | +21.4% |
| 1Y | +25.9% | +14.9% | +11.0% | +23.6% |
| All | +38.1% | +12.0% | +26.0% | +35.3% |
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 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