-55.2%
GLXY vs BAH
+6.2%
-61.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +1.5% | -18.5% | -17.1% |
| 7D | -26.8% | +5.8% | -32.6% | -27.2% |
| 30D | -38.3% | +28.7% | -67.0% | -39.9% |
| 3M | -36.9% | +20.9% | -57.8% | -38.3% |
| 6M | -52.1% | +15.2% | -67.3% | -51.7% |
| YTD | -37.5% | +7.1% | -44.6% | -36.5% |
| 1Y | -55.2% | +6.4% | -61.6% | -54.4% |
| All | -55.2% | +6.2% | -61.4% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling