+10.3%
GLXY vs BR
-28.0%
+38.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.3% | -6.7% | -7.1% |
| 7D | +4.5% | -5.0% | +9.5% | +3.3% |
| 30D | +28.8% | -2.5% | +31.3% | +28.2% |
| 3M | -23.0% | +13.5% | -36.5% | -19.1% |
| 6M | +17.0% | -9.4% | +26.4% | +22.9% |
| YTD | +12.5% | -23.3% | +35.8% | +22.8% |
| 1Y | -5.4% | -31.6% | +26.2% | +6.2% |
| All | +10.3% | -28.0% | +38.3% | +17.9% |
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