+10.3%
GLXY vs BN
-2.6%
+12.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.9% | -5.1% | -4.5% |
| 7D | +4.5% | -3.0% | +7.5% | +8.9% |
| 30D | +28.8% | -13.0% | +41.9% | +54.4% |
| 3M | -23.0% | -15.2% | -7.8% | -4.4% |
| 6M | +17.0% | -5.9% | +22.9% | +24.1% |
| YTD | +12.5% | -15.8% | +28.3% | +43.5% |
| 1Y | -5.4% | -12.2% | +6.8% | +16.1% |
| All | +10.3% | -2.6% | +12.9% | +19.1% |
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