-55.2%
GLXY vs IRE
-97.6%
+42.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -23.2% | +6.2% | -9.9% |
| 7D | -26.8% | -46.8% | +20.0% | -12.0% |
| 30D | -38.3% | -75.5% | +37.2% | -9.2% |
| 3M | -36.9% | -79.4% | +42.5% | -4.9% |
| 6M | -52.1% | -91.3% | +39.2% | -21.6% |
| YTD | -37.5% | -90.8% | +53.3% | -10.5% |
| 1Y | -55.2% | -97.7% | +42.5% | -24.0% |
| All | -55.2% | -97.6% | +42.4% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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