+904.1%
BE vs GLXY
-35.4%
+939.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.9% | +1.3% | -1.2% |
| 7D | +20.5% | +16.9% | +3.6% | +12.3% |
| 30D | -23.4% | -23.0% | -0.4% | -13.8% |
| 3M | -14.9% | -28.0% | +13.1% | -3.1% |
| 6M | -28.1% | -51.6% | +23.6% | -5.0% |
| YTD | +132.4% | -32.1% | +164.5% | +153.2% |
| 1Y | +59.4% | -51.5% | +110.8% | +98.4% |
| All | +904.1% | -35.4% | +939.5% | +1,055.6% |
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