+15.5%
GLXY vs BAM
-11.0%
+26.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -1.4% |
| 7D | +13.4% | -2.0% | +15.4% | +16.2% |
| 30D | +38.1% | -2.9% | +41.0% | +41.6% |
| 3M | -7.3% | +9.4% | -16.7% | -18.7% |
| 6M | +8.2% | +10.8% | -2.6% | -6.9% |
| YTD | +17.8% | -0.4% | +18.2% | +17.9% |
| 1Y | +14.9% | -10.9% | +25.8% | +31.8% |
| All | +15.5% | -11.0% | +26.5% | +19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling