-36.4%
GLXY vs BBWI
-32.5%
-3.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.9% | +4.3% | +5.8% |
| 7D | -0.5% | -6.2% | +5.6% | +0.7% |
| 30D | -28.6% | +25.5% | -54.1% | -33.4% |
| 3M | -28.1% | +8.0% | -36.0% | -30.5% |
| 6M | -52.0% | +12.7% | -64.7% | -54.8% |
| YTD | -35.1% | +11.6% | -46.7% | -38.2% |
| 1Y | -54.0% | -0.9% | -53.1% | -55.4% |
| All | -36.4% | -32.5% | -3.8% | -31.7% |
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