+18.6%
GLXY vs IAG
+230.2%
-211.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.3% |
| 7D | +15.5% | +4.3% | +11.2% | +13.9% |
| 30D | +34.1% | +9.8% | +24.3% | +30.5% |
| 3M | -11.3% | +28.9% | -40.3% | -18.4% |
| 6M | +31.6% | -7.6% | +39.2% | +29.5% |
| YTD | +21.0% | +22.0% | -1.0% | +14.5% |
| 1Y | +11.7% | +99.5% | -87.8% | +4.3% |
| All | +18.6% | +230.2% | -211.6% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling