-36.4%
GLXY vs IRM
+16.7%
-53.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.1% | +2.2% | +1.7% |
| 7D | -0.5% | -3.8% | +3.2% | +2.8% |
| 30D | -28.6% | -3.2% | -25.4% | -26.0% |
| 3M | -28.1% | -7.8% | -20.3% | -21.3% |
| 6M | -52.0% | -12.7% | -39.3% | -43.9% |
| YTD | -35.1% | +36.7% | -71.8% | -51.8% |
| 1Y | -54.0% | +10.0% | -64.1% | -60.0% |
| All | -36.4% | +16.7% | -53.1% | -45.9% |
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