+8.2%
GLXY vs IAG
-10.1%
+18.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.5% |
| 7D | +13.4% | -0.5% | +14.0% | +13.8% |
| 30D | +38.1% | +28.9% | +9.2% | +21.7% |
| 3M | -7.3% | +19.1% | -26.5% | -16.5% |
| 6M | +8.2% | -10.3% | +18.4% | +5.7% |
| All | +8.2% | -10.1% | +18.3% | +5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling