-33.4%
GLXY vs BB
+134.4%
-167.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -2.0% | -3.7% |
| 7D | +16.9% | +9.0% | +8.0% | +13.3% |
| 30D | -23.0% | +7.7% | -30.7% | -24.7% |
| 3M | -28.0% | +4.0% | -32.0% | -29.2% |
| 6M | -51.6% | +46.6% | -98.2% | -58.8% |
| YTD | -32.1% | +140.6% | -172.7% | -55.6% |
| 1Y | -51.5% | +103.1% | -154.6% | -66.6% |
| All | -33.4% | +134.4% | -167.9% | -56.5% |
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