+59.6%
BP vs GLXY
-41.9%
+101.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -0.3% |
| 7D | -11.6% | -14.6% | +3.0% | -11.7% |
| 30D | 0.0% | -36.2% | +36.2% | -0.4% |
| 3M | +6.7% | -30.1% | +36.8% | +6.2% |
| 6M | +2.2% | -56.1% | +58.3% | +1.4% |
| YTD | +33.0% | -38.9% | +71.9% | +32.0% |
| 1Y | +30.7% | -55.0% | +85.8% | +29.3% |
| All | +59.6% | -41.9% | +101.5% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling