+15.5%
GLXY vs BBWI
-39.5%
+55.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.5% | -1.4% |
| 7D | +13.4% | +1.5% | +11.9% | +13.0% |
| 30D | +38.1% | -5.2% | +43.3% | +39.5% |
| 3M | -7.3% | +11.1% | -18.4% | -11.6% |
| 6M | +8.2% | -13.4% | +21.5% | +10.4% |
| YTD | +17.8% | +0.1% | +17.7% | +16.5% |
| 1Y | +14.9% | -36.1% | +51.1% | +20.5% |
| All | +15.5% | -39.5% | +55.0% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling