+15.5%
GLXY vs BB
+97.9%
-82.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +13.4% | -5.6% | +19.1% | +15.9% |
| 30D | +38.1% | -11.8% | +49.9% | +44.2% |
| 3M | -7.3% | -25.5% | +18.2% | +1.8% |
| 6M | +8.2% | +121.3% | -113.1% | -27.4% |
| YTD | +17.8% | +103.2% | -85.4% | -18.0% |
| 1Y | +14.9% | +102.6% | -87.7% | -18.1% |
| All | +15.5% | +97.9% | -82.5% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling