-36.9%
GLXY vs BR
-17.5%
-19.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.5% | -5.8% | -5.1% |
| 7D | +5.3% | +1.1% | +4.2% | +5.7% |
| 30D | -19.8% | +14.4% | -34.2% | -15.8% |
| 3M | -31.4% | +12.4% | -43.8% | -28.0% |
| 6M | -53.3% | +35.4% | -88.8% | -47.9% |
| YTD | -35.7% | -12.2% | -23.5% | -26.1% |
| 1Y | -47.2% | -12.7% | -34.5% | -39.3% |
| All | -36.9% | -17.5% | -19.4% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling