+10.3%
GLXY vs BRO
-39.2%
+49.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.4% | -4.6% | -8.1% |
| 7D | +4.5% | -7.6% | +12.2% | +0.7% |
| 30D | +28.8% | -6.9% | +35.7% | +24.8% |
| 3M | -23.0% | +12.8% | -35.9% | -21.0% |
| 6M | +17.0% | -5.9% | +22.9% | +19.4% |
| YTD | +12.5% | -15.9% | +28.4% | +15.8% |
| 1Y | -5.4% | -28.1% | +22.8% | +2.9% |
| All | +10.3% | -39.2% | +49.5% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling