-55.2%
GLXY vs BAM
+4.2%
-59.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +6.2% | -23.2% | -22.3% |
| 7D | -26.8% | +14.2% | -41.0% | -37.4% |
| 30D | -38.3% | +21.0% | -59.3% | -50.8% |
| 3M | -36.9% | +5.2% | -42.1% | -41.6% |
| 6M | -52.1% | +16.0% | -68.1% | -61.4% |
| YTD | -37.5% | +6.5% | -44.0% | -42.3% |
| 1Y | -55.2% | +4.4% | -59.6% | -56.5% |
| All | -55.2% | +4.2% | -59.4% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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