-55.2%
GLXY vs IFF
+44.8%
-100.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -4.9% | -12.1% | -17.3% |
| 7D | -26.8% | -3.3% | -23.5% | -27.0% |
| 30D | -38.3% | +5.3% | -43.6% | -38.6% |
| 3M | -36.9% | +8.9% | -45.8% | -37.3% |
| 6M | -52.1% | +26.3% | -78.4% | -53.7% |
| YTD | -37.5% | +32.2% | -69.7% | -37.1% |
| 1Y | -55.2% | +45.8% | -100.9% | -52.1% |
| All | -55.2% | +44.8% | -100.0% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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