-30.0%
GLXY vs BAM
-7.5%
-22.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -1.7% | +14.9% | +14.8% |
| 7D | +14.3% | -2.9% | +17.2% | +17.5% |
| 30D | -19.6% | +14.7% | -34.3% | -32.7% |
| 3M | -20.7% | -4.1% | -16.5% | -18.6% |
| 6M | -49.6% | +9.6% | -59.2% | -56.6% |
| YTD | -28.6% | +3.4% | -32.0% | -32.8% |
| 1Y | -48.0% | +1.0% | -49.1% | -48.9% |
| All | -30.0% | -7.5% | -22.4% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling