-51.2%
BROS vs GLXY
-38.3%
-12.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.2% | +0.4% | +5.9% |
| 7D | -17.9% | -0.5% | -17.4% | -18.1% |
| 30D | -5.4% | -28.6% | +23.3% | -2.6% |
| 3M | -32.1% | -28.1% | -4.0% | -30.6% |
| 6M | -31.7% | -52.0% | +20.3% | -27.2% |
| YTD | -41.2% | -35.1% | -6.1% | -41.5% |
| 1Y | -32.6% | -54.0% | +21.4% | -30.5% |
| All | -51.2% | -38.3% | -12.9% | -51.2% |
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