-55.2%
GLXY vs IAG
+56.5%
-111.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +10.2% | -27.2% | -21.4% |
| 7D | -26.8% | +1.1% | -27.9% | -27.7% |
| 30D | -38.3% | -5.3% | -33.1% | -37.0% |
| 3M | -36.9% | +18.0% | -54.9% | -41.4% |
| 6M | -52.1% | +7.1% | -59.2% | -53.8% |
| YTD | -37.5% | +5.9% | -43.5% | -40.9% |
| 1Y | -55.2% | +59.4% | -114.6% | -70.0% |
| All | -55.2% | +56.5% | -111.7% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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