+18.6%
GLXY vs IFF
+15.5%
+3.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.6% | +2.8% |
| 7D | +15.5% | -0.2% | +15.6% | +15.5% |
| 30D | +34.1% | -0.3% | +34.4% | +34.0% |
| 3M | -11.3% | +18.6% | -29.9% | -14.8% |
| 6M | +31.6% | +17.4% | +14.2% | +26.3% |
| YTD | +21.0% | +28.5% | -7.5% | +15.3% |
| 1Y | +11.7% | +32.5% | -20.8% | +6.1% |
| All | +18.6% | +15.5% | +3.2% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling