-66.1%
GLXY vs IRE
-97.3%
+31.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.5% | +8.7% | +7.0% |
| 7D | -0.5% | -15.5% | +15.0% | +1.0% |
| 30D | -28.6% | -70.4% | +41.8% | -3.6% |
| 3M | -28.1% | -81.6% | +53.6% | +7.8% |
| 6M | -52.0% | -94.7% | +42.7% | -12.5% |
| YTD | -35.1% | -91.8% | +56.6% | -8.2% |
| 1Y | -54.0% | -97.6% | +43.5% | -21.7% |
| All | -66.1% | -97.3% | +31.2% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling