+864.1%
BE vs GLXY
-38.3%
+902.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.2% | +5.7% | +8.9% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | -30.9% | -28.6% | -2.3% | -19.6% |
| 3M | -11.6% | -28.1% | +16.5% | +0.8% |
| 6M | -25.7% | -52.0% | +26.3% | -1.4% |
| YTD | +123.1% | -35.1% | +158.2% | +148.0% |
| 1Y | +43.4% | -54.0% | +97.4% | +82.7% |
| All | +864.1% | -38.3% | +902.4% | +1,031.8% |
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