+14.9%
GLXY vs BRO
-24.4%
+39.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -1.6% |
| 7D | +13.4% | -2.6% | +16.0% | +11.6% |
| 30D | +38.1% | +0.9% | +37.2% | +39.1% |
| 3M | -7.3% | +24.8% | -32.1% | +3.2% |
| 6M | +8.2% | -0.1% | +8.3% | +14.4% |
| YTD | +17.8% | -9.7% | +27.5% | +23.6% |
| 1Y | +14.9% | -24.5% | +39.4% | +27.9% |
| All | +14.9% | -24.4% | +39.4% | +27.9% |
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