-40.1%
GLXY vs BAH
-29.9%
-10.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.4% | +9.7% | +5.8% |
| 7D | -14.6% | -3.5% | -11.1% | -14.3% |
| 30D | -36.2% | +24.3% | -60.4% | -38.9% |
| 3M | -30.1% | +16.3% | -46.4% | -32.5% |
| 6M | -56.1% | +13.6% | -69.7% | -57.0% |
| YTD | -38.9% | +3.5% | -42.4% | -38.4% |
| 1Y | -55.0% | +2.7% | -57.7% | -54.6% |
| All | -40.1% | -29.9% | -10.2% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling