+59.9%
BP vs GLXY
-38.3%
+98.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.1% | +0.2% |
| 7D | -6.9% | -0.5% | -6.3% | -6.8% |
| 30D | -3.6% | -28.6% | +25.0% | -3.9% |
| 3M | +8.4% | -28.1% | +36.5% | +8.0% |
| 6M | +5.3% | -52.0% | +57.3% | +4.7% |
| YTD | +33.2% | -35.1% | +68.3% | +32.3% |
| 1Y | +28.2% | -54.0% | +82.2% | +26.8% |
| All | +59.9% | -38.3% | +98.1% | +60.9% |
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