+31.7%
BBY vs GLXY
+3.8%
+27.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +3.0% |
| 7D | +0.6% | -7.3% | +7.9% | +0.9% |
| 30D | +9.4% | +15.7% | -6.4% | +8.5% |
| 3M | +19.3% | -26.7% | +46.0% | +21.3% |
| 6M | +47.9% | +13.7% | +34.2% | +45.4% |
| YTD | +39.6% | +9.1% | +30.4% | +36.1% |
| 1Y | +22.2% | -15.5% | +37.7% | +22.8% |
| All | +31.7% | +3.8% | +27.9% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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