-30.0%
GLXY vs IBB
+83.3%
-113.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.4% | +12.7% | +12.6% |
| 7D | +14.3% | -1.4% | +15.7% | +16.7% |
| 30D | -19.6% | +6.8% | -26.4% | -25.8% |
| 3M | -20.7% | +9.2% | -29.9% | -29.5% |
| 6M | -49.6% | +28.3% | -77.9% | -65.2% |
| YTD | -28.6% | +29.4% | -58.0% | -50.9% |
| 1Y | -48.0% | +33.2% | -81.2% | -65.7% |
| All | -30.0% | +83.3% | -113.2% | -69.2% |
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 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