+18.6%
GLXY vs IRM
+21.3%
-2.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.5% |
| 7D | +15.5% | +1.6% | +13.8% | +13.4% |
| 30D | +34.1% | -4.2% | +38.3% | +40.3% |
| 3M | -11.3% | -5.4% | -6.0% | -5.6% |
| 6M | +31.6% | +12.0% | +19.6% | +17.5% |
| YTD | +21.0% | +42.0% | -21.1% | -14.0% |
| 1Y | +11.7% | +29.9% | -18.2% | -11.3% |
| All | +18.6% | +21.3% | -2.6% | -3.6% |
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