+5.8%
GLXY vs IAG
+229.9%
-224.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.3% |
| 7D | -8.9% | -4.1% | -4.9% | -7.7% |
| 30D | +19.9% | +10.6% | +9.2% | +16.4% |
| 3M | -20.0% | +35.4% | -55.3% | -27.3% |
| 6M | +10.5% | -9.5% | +20.1% | +9.2% |
| YTD | +7.9% | +21.8% | -13.9% | +2.1% |
| 1Y | -7.5% | +84.1% | -91.6% | -14.2% |
| All | +5.8% | +229.9% | -224.1% | +7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling