-66.4%
GLXY vs IRE
-98.1%
+31.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -14.4% | +9.1% | -1.0% |
| 7D | +5.3% | -31.8% | +37.1% | +17.2% |
| 30D | -19.8% | -71.8% | +52.0% | +10.3% |
| 3M | -31.4% | -88.9% | +57.5% | +19.0% |
| 6M | -53.3% | -95.4% | +42.0% | -10.3% |
| YTD | -35.7% | -94.2% | +58.5% | +0.6% |
| 1Y | -47.2% | -97.1% | +49.9% | -10.2% |
| All | -66.4% | -98.1% | +31.7% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling