+9.9%
IYR vs GLXY
+15.1%
-5.2%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.1% |
| 7D | -0.4% | +15.5% | -15.8% | -0.6% |
| 30D | -2.5% | +34.1% | -36.6% | -3.1% |
| 3M | +1.5% | -11.3% | +12.8% | +1.7% |
| 6M | +3.9% | +31.6% | -27.7% | +2.7% |
| YTD | +9.5% | +21.0% | -11.4% | +8.4% |
| 1Y | +7.5% | +11.7% | -4.2% | +6.7% |
| All | +9.9% | +15.1% | -5.2% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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