+1,239.0%
BE vs GLXY
+7.0%
+1,232.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.0% | +4.2% | +0.3% |
| 7D | +23.9% | +4.5% | +19.4% | +21.5% |
| 30D | +27.8% | +28.8% | -1.0% | +13.3% |
| 3M | +3.7% | -23.0% | +26.8% | +13.3% |
| 6M | +78.0% | +17.0% | +61.0% | +58.4% |
| YTD | +209.9% | +12.5% | +197.4% | +171.9% |
| 1Y | +389.6% | -5.4% | +395.0% | +379.8% |
| All | +1,239.0% | +7.0% | +1,232.0% | +1,140.8% |
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