-55.2%
GLXY vs IBB
+42.2%
-97.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +2.6% | -19.6% | -20.0% |
| 7D | -26.8% | +2.2% | -29.0% | -28.9% |
| 30D | -38.3% | +6.3% | -44.7% | -42.4% |
| 3M | -36.9% | +16.3% | -53.2% | -47.6% |
| 6M | -52.1% | +30.0% | -82.1% | -66.3% |
| YTD | -37.5% | +31.1% | -68.7% | -56.0% |
| 1Y | -55.2% | +42.0% | -97.1% | -72.5% |
| All | -55.2% | +42.2% | -97.4% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 1y: compounded portfolio wealth divided by compounded IBB 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…
1y analysis · Full analysis span regression · 6 months rolling