-33.4%
GLXY vs IRM
+20.6%
-54.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.9% | -6.9% | -7.1% |
| 7D | +16.9% | +8.6% | +8.3% | +6.7% |
| 30D | -23.0% | 0.0% | -23.0% | -22.9% |
| 3M | -28.0% | -7.1% | -20.8% | -21.9% |
| 6M | -51.6% | -7.9% | -43.7% | -46.7% |
| YTD | -32.1% | +41.3% | -73.4% | -51.4% |
| 1Y | -51.5% | +20.7% | -72.2% | -60.6% |
| All | -33.4% | +20.6% | -54.1% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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