+822.0%
BE vs GLXY
-40.0%
+862.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -3.0% |
| 7D | -13.4% | -16.2% | +2.8% | -5.9% |
| 30D | -33.9% | -30.6% | -3.3% | -22.0% |
| 3M | -12.0% | -27.7% | +15.7% | +0.2% |
| 6M | -29.0% | -53.3% | +24.4% | -4.4% |
| YTD | +113.4% | -36.9% | +150.3% | +140.4% |
| 1Y | +33.2% | -55.6% | +88.8% | +72.3% |
| All | +822.0% | -40.0% | +862.0% | +997.3% |
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