-36.9%
GLXY vs BAH
-28.7%
-8.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.0% | -5.2% |
| 7D | +5.3% | +1.7% | +3.6% | +5.0% |
| 30D | -19.8% | +20.8% | -40.6% | -22.7% |
| 3M | -31.4% | +11.6% | -42.9% | -32.9% |
| 6M | -53.3% | +23.1% | -76.4% | -55.3% |
| YTD | -35.7% | +5.3% | -41.0% | -35.3% |
| 1Y | -47.2% | +6.1% | -53.4% | -47.2% |
| All | -36.9% | -28.7% | -8.3% | -27.7% |
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