-55.0%
GLXY vs BAM
+2.7%
-57.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +4.4% |
| 7D | -14.6% | +9.7% | -24.3% | -23.8% |
| 30D | -36.2% | +19.0% | -55.2% | -48.3% |
| 3M | -30.1% | +0.6% | -30.6% | -31.7% |
| 6M | -56.1% | +11.1% | -67.2% | -62.7% |
| YTD | -38.9% | +4.2% | -43.1% | -42.5% |
| 1Y | -55.0% | +3.3% | -58.4% | -56.5% |
| All | -55.0% | +2.7% | -57.7% | -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