+18.6%
GLXY vs BAH
-40.7%
+59.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.7% | +3.0% |
| 7D | +15.5% | -4.3% | +19.8% | +16.6% |
| 30D | +34.1% | -4.5% | +38.6% | +35.3% |
| 3M | -11.3% | -7.6% | -3.7% | -8.7% |
| 6M | +31.6% | -10.6% | +42.2% | +36.3% |
| YTD | +21.0% | -12.6% | +33.5% | +26.6% |
| 1Y | +11.7% | -27.0% | +38.7% | +24.8% |
| All | +18.6% | -40.7% | +59.4% | +41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling