-40.1%
GLXY vs BBWI
-33.8%
-6.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.3% | +8.5% | +6.0% |
| 7D | -14.6% | -6.2% | -8.4% | -13.7% |
| 30D | -36.2% | +19.9% | -56.1% | -39.8% |
| 3M | -30.1% | +7.1% | -37.2% | -32.4% |
| 6M | -56.1% | +13.7% | -69.8% | -58.9% |
| YTD | -38.9% | +9.6% | -48.5% | -41.6% |
| 1Y | -55.0% | -1.6% | -53.4% | -56.3% |
| All | -40.1% | -33.8% | -6.3% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling