-67.1%
GLXY vs IRE
-97.7%
+30.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -15.8% | +13.1% | +1.9% |
| 7D | -16.2% | -41.9% | +25.7% | -5.3% |
| 30D | -30.6% | -75.1% | +44.5% | -1.8% |
| 3M | -27.7% | -82.4% | +54.7% | +9.8% |
| 6M | -53.3% | -95.5% | +42.2% | -10.8% |
| YTD | -36.9% | -93.1% | +56.2% | -6.4% |
| 1Y | -55.6% | -97.8% | +42.2% | -21.9% |
| All | -67.1% | -97.7% | +30.7% | -44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling