-36.9%
GLXY vs BWA
+57.0%
-93.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.1% | -5.2% |
| 7D | +5.3% | +4.3% | +1.0% | +3.3% |
| 30D | -19.8% | -13.0% | -6.8% | -14.3% |
| 3M | -31.4% | -24.8% | -6.5% | -22.4% |
| 6M | -53.3% | -23.5% | -29.8% | -46.9% |
| YTD | -35.7% | +13.8% | -49.5% | -35.6% |
| 1Y | -47.2% | +13.4% | -60.6% | -47.0% |
| All | -36.9% | +57.0% | -93.9% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 5y: compounded portfolio wealth divided by compounded BWA 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…
5y analysis · Full analysis span regression · 6 months rolling