-47.2%
GLXY vs BB
+99.6%
-146.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.4% | -2.9% | -4.2% |
| 7D | +5.3% | +1.8% | +3.4% | +4.8% |
| 30D | -19.8% | +8.1% | -27.9% | -21.6% |
| 3M | -31.4% | -1.0% | -30.4% | -31.1% |
| 6M | -53.3% | +45.9% | -99.2% | -60.1% |
| YTD | -35.7% | +134.8% | -170.5% | -61.5% |
| 1Y | -47.2% | +104.6% | -151.8% | -67.9% |
| All | -47.2% | +99.6% | -146.8% | -67.9% |
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