-55.2%
GLXY vs BB
+88.0%
-143.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +7.0% | -24.0% | -19.9% |
| 7D | -26.8% | -6.8% | -20.0% | -24.7% |
| 30D | -38.3% | -3.5% | -34.8% | -37.4% |
| 3M | -36.9% | -1.2% | -35.7% | -36.8% |
| 6M | -52.1% | +57.0% | -109.1% | -61.4% |
| YTD | -37.5% | +131.1% | -168.7% | -63.5% |
| 1Y | -55.2% | +87.6% | -142.8% | -70.3% |
| All | -55.2% | +88.0% | -143.2% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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