-51.3%
BROS vs GLXY
-38.8%
-12.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.3% | +11.8% | +7.1% |
| 7D | +6.3% | +5.3% | +1.0% | +5.6% |
| 30D | -8.3% | -19.8% | +11.5% | -7.0% |
| 3M | -29.8% | -31.4% | +1.6% | -28.0% |
| 6M | -25.8% | -53.3% | +27.5% | -20.8% |
| YTD | -41.4% | -35.7% | -5.7% | -41.7% |
| 1Y | -35.2% | -47.2% | +12.0% | -34.3% |
| All | -51.3% | -38.8% | -12.5% | -51.3% |
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