-38.1%
GLXY vs IAG
+204.1%
-242.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.7% | +3.9% | -0.5% |
| 7D | -16.2% | +16.8% | -33.0% | -21.2% |
| 30D | -30.6% | -1.5% | -29.1% | -30.3% |
| 3M | -27.7% | +0.5% | -28.2% | -27.6% |
| 6M | -53.3% | -1.0% | -52.4% | -53.9% |
| YTD | -36.9% | +12.3% | -49.2% | -38.7% |
| 1Y | -55.6% | +39.2% | -94.9% | -58.1% |
| All | -38.1% | +204.1% | -242.2% | -35.6% |
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