+18.6%
GLXY vs BB
+102.3%
-83.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +1.9% |
| 7D | +15.5% | +0.5% | +14.9% | +15.2% |
| 30D | +34.1% | -12.4% | +46.5% | +40.3% |
| 3M | -11.3% | -15.3% | +3.9% | -7.1% |
| 6M | +31.6% | +128.8% | -97.2% | -12.9% |
| YTD | +21.0% | +107.7% | -86.7% | -16.4% |
| 1Y | +11.7% | +103.9% | -92.2% | -20.7% |
| All | +18.6% | +102.3% | -83.7% | -18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling