-7.9%
BX vs GLXY
+7.0%
-14.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.0% | +3.4% | -2.7% |
| 7D | -5.7% | +4.5% | -10.2% | -6.3% |
| 30D | -8.9% | +28.8% | -37.7% | -12.4% |
| 3M | +8.4% | -23.0% | +31.4% | +11.7% |
| 6M | +18.9% | +17.0% | +1.9% | +13.4% |
| YTD | -13.6% | +12.5% | -26.1% | -17.7% |
| 1Y | -22.4% | -5.4% | -17.1% | -25.4% |
| All | -7.9% | +7.0% | -14.9% | -15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling