+10.3%
GLXY vs BBWI
-45.1%
+55.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -6.3% | -0.7% | -5.3% |
| 7D | +4.5% | -4.4% | +9.0% | +5.9% |
| 30D | +28.8% | -7.4% | +36.2% | +30.6% |
| 3M | -23.0% | -2.2% | -20.8% | -24.0% |
| 6M | +17.0% | -16.3% | +33.3% | +20.3% |
| YTD | +12.5% | -9.1% | +21.6% | +14.3% |
| 1Y | -5.4% | -34.5% | +29.1% | +0.4% |
| All | +10.3% | -45.1% | +55.4% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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