-40.1%
GLXY vs IRM
+12.2%
-52.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.3% | +4.2% |
| 7D | -14.6% | -8.6% | -6.0% | -6.4% |
| 30D | -36.2% | -8.0% | -28.2% | -29.9% |
| 3M | -30.1% | -12.0% | -18.1% | -19.5% |
| 6M | -56.1% | -18.2% | -37.9% | -44.9% |
| YTD | -38.9% | +31.4% | -70.3% | -52.6% |
| 1Y | -55.0% | +9.2% | -64.2% | -59.8% |
| All | -40.1% | +12.2% | -52.2% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling