-36.4%
GLXY vs IBB
+84.5%
-120.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.8% | +3.4% | +2.6% |
| 7D | -0.5% | +2.7% | -3.3% | -4.4% |
| 30D | -28.6% | +6.3% | -35.0% | -33.8% |
| 3M | -28.1% | +11.1% | -39.1% | -37.6% |
| 6M | -52.0% | +29.2% | -81.2% | -67.2% |
| YTD | -35.1% | +30.2% | -65.3% | -55.8% |
| 1Y | -54.0% | +39.5% | -93.5% | -71.9% |
| All | -36.4% | +84.5% | -120.8% | -72.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling