-36.4%
GLXY vs BN
+8.9%
-45.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.8% | +2.4% | +2.0% |
| 7D | -0.5% | +3.6% | -4.2% | -6.1% |
| 30D | -28.6% | +15.9% | -44.5% | -42.5% |
| 3M | -28.1% | -2.3% | -25.7% | -27.2% |
| 6M | -52.0% | -8.4% | -43.6% | -46.9% |
| YTD | -35.1% | -5.9% | -29.2% | -29.7% |
| 1Y | -54.0% | -5.6% | -48.4% | -49.7% |
| All | -36.4% | +8.9% | -45.2% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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