-38.1%
GLXY vs BAM
-5.9%
-32.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -1.5% |
| 7D | -16.2% | +5.0% | -21.1% | -20.9% |
| 30D | -30.6% | +16.6% | -47.2% | -42.6% |
| 3M | -27.7% | +2.2% | -29.9% | -30.9% |
| 6M | -53.3% | +9.7% | -63.0% | -59.5% |
| YTD | -36.9% | +5.2% | -42.1% | -41.5% |
| 1Y | -55.6% | +3.9% | -59.5% | -57.5% |
| All | -38.1% | -5.9% | -32.2% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling