-55.2%
GLXY vs BRO
-3.6%
-51.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +4.5% | -21.4% | -12.8% |
| 7D | -26.8% | +12.4% | -39.3% | -17.4% |
| 30D | -38.3% | +21.6% | -59.9% | -25.5% |
| 3M | -36.9% | +4.3% | -41.2% | -31.9% |
| 6M | -52.1% | +29.2% | -81.3% | -40.6% |
| YTD | -37.5% | -6.4% | -31.2% | -32.9% |
| 1Y | -55.2% | -5.3% | -49.9% | -52.0% |
| All | -55.2% | -3.6% | -51.6% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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