+5.8%
GLXY vs BR
-27.9%
+33.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.1% | -4.0% |
| 7D | -8.9% | -6.0% | -3.0% | -10.2% |
| 30D | +19.9% | -0.9% | +20.7% | +19.7% |
| 3M | -20.0% | +16.4% | -36.3% | -15.7% |
| 6M | +10.5% | -8.2% | +18.7% | +16.2% |
| YTD | +7.9% | -23.2% | +31.1% | +17.8% |
| 1Y | -7.5% | -30.9% | +23.5% | +3.7% |
| All | +5.8% | -27.9% | +33.7% | +13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling