-31.5%
BROS vs GLXY
-1.8%
-29.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.0% | +5.0% | -1.2% |
| 7D | -6.6% | +4.5% | -11.1% | -7.2% |
| 30D | -12.3% | +28.8% | -41.2% | -15.3% |
| 3M | -22.2% | -23.0% | +0.8% | -19.7% |
| 6M | -14.3% | +17.0% | -31.3% | -18.1% |
| YTD | -26.6% | +12.5% | -39.0% | -30.9% |
| 1Y | -31.5% | -5.4% | -26.1% | -32.0% |
| All | -31.5% | -1.8% | -29.7% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling