-55.0%
GLXY vs IBB
+35.8%
-90.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.5% | +3.2% |
| 7D | -14.6% | -1.8% | -12.8% | -13.0% |
| 30D | -36.2% | +5.1% | -41.2% | -39.4% |
| 3M | -30.1% | +10.7% | -40.8% | -38.3% |
| 6M | -56.1% | +22.9% | -79.0% | -66.8% |
| YTD | -38.9% | +26.7% | -65.6% | -55.1% |
| 1Y | -55.0% | +35.1% | -90.1% | -70.8% |
| All | -55.0% | +35.8% | -90.8% | -70.8% |
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