-40.1%
GLXY vs IBB
+79.5%
-119.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.5% | +3.0% |
| 7D | -14.6% | -1.8% | -12.8% | -12.9% |
| 30D | -36.2% | +5.1% | -41.2% | -39.9% |
| 3M | -30.1% | +10.7% | -40.8% | -39.3% |
| 6M | -56.1% | +22.9% | -79.0% | -67.8% |
| YTD | -38.9% | +26.7% | -65.6% | -56.9% |
| 1Y | -55.0% | +35.1% | -90.1% | -71.4% |
| All | -40.1% | +79.5% | -119.6% | -73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling