-54.2%
BROS vs GLXY
-41.9%
-12.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.2% | -7.6% | -2.9% |
| 7D | -21.2% | -14.6% | -6.6% | -20.1% |
| 30D | -11.6% | -36.2% | +24.6% | -7.9% |
| 3M | -36.7% | -30.1% | -6.6% | -35.1% |
| 6M | -42.8% | -56.1% | +13.3% | -38.4% |
| YTD | -44.8% | -38.9% | -5.9% | -44.7% |
| 1Y | -36.5% | -55.0% | +18.5% | -34.4% |
| All | -54.2% | -41.9% | -12.3% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling