-68.1%
GLXY vs IRE
-97.2%
+29.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +39.6% | -34.3% | -6.5% |
| 7D | -14.6% | -27.2% | +12.5% | -9.5% |
| 30D | -36.2% | -75.1% | +39.0% | -9.7% |
| 3M | -30.1% | -77.9% | +47.8% | -0.7% |
| 6M | -56.1% | -94.6% | +38.5% | -20.7% |
| YTD | -38.9% | -91.5% | +52.6% | -14.2% |
| 1Y | -55.0% | -97.8% | +42.8% | -22.1% |
| All | -68.1% | -97.2% | +29.1% | -49.1% |
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