+7.0%
GLXY vs BRO
-39.5%
+46.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.0% |
| 7D | -7.3% | -7.3% | 0.0% | -10.5% |
| 30D | +15.7% | -6.9% | +22.6% | +12.1% |
| 3M | -26.7% | +10.7% | -37.3% | -25.1% |
| 6M | +13.7% | -2.7% | +16.4% | +16.0% |
| YTD | +9.1% | -16.3% | +25.4% | +12.1% |
| 1Y | -15.5% | -29.1% | +13.6% | -7.9% |
| All | +7.0% | -39.5% | +46.5% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling