+42.6%
BMY vs GLXY
-38.3%
+80.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.2% | 0.0% |
| 7D | -1.4% | -0.5% | -0.8% | -1.5% |
| 30D | +5.1% | -28.6% | +33.7% | +5.2% |
| 3M | -3.0% | -28.1% | +25.1% | -2.9% |
| 6M | +13.1% | -52.0% | +65.1% | +13.6% |
| YTD | +20.3% | -35.1% | +55.4% | +19.3% |
| 1Y | +39.0% | -54.0% | +93.0% | +38.7% |
| All | +42.6% | -38.3% | +80.9% | +39.1% |
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