-55.2%
GLXY vs BR
-14.2%
-40.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +3.0% | -20.0% | -15.5% |
| 7D | -26.8% | +7.0% | -33.8% | -24.1% |
| 30D | -38.3% | +19.0% | -57.3% | -33.4% |
| 3M | -36.9% | +13.1% | -50.0% | -32.8% |
| 6M | -52.1% | +24.6% | -76.7% | -45.0% |
| YTD | -37.5% | -13.6% | -23.9% | -30.6% |
| 1Y | -55.2% | -13.1% | -42.1% | -51.3% |
| All | -55.2% | -14.2% | -40.9% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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