-36.4%
GLXY vs BAM
-4.7%
-31.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.3% | +3.9% | +4.0% |
| 7D | -0.5% | +5.3% | -5.8% | -6.5% |
| 30D | -28.6% | +18.1% | -46.7% | -41.7% |
| 3M | -28.1% | +4.2% | -32.3% | -32.7% |
| 6M | -52.0% | +11.1% | -63.1% | -58.9% |
| YTD | -35.1% | +6.6% | -41.7% | -40.5% |
| 1Y | -54.0% | +6.2% | -60.2% | -57.0% |
| All | -36.4% | -4.7% | -31.7% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling