-36.4%
GLXY vs IAG
+225.8%
-262.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.8% | +0.5% | +4.2% |
| 7D | -0.5% | +24.0% | -24.5% | -8.4% |
| 30D | -28.6% | +5.5% | -34.2% | -30.0% |
| 3M | -28.1% | +8.3% | -36.4% | -29.8% |
| 6M | -52.0% | +6.1% | -58.1% | -53.6% |
| YTD | -35.1% | +20.3% | -55.4% | -38.4% |
| 1Y | -54.0% | +56.5% | -110.5% | -57.7% |
| All | -36.4% | +225.8% | -262.1% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling