+5.8%
GLXY vs ITOT
+30.0%
-24.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -1.6% |
| 7D | -8.9% | -2.0% | -6.9% | -1.5% |
| 30D | +19.9% | -2.0% | +21.8% | +29.7% |
| 3M | -20.0% | +4.5% | -24.5% | -31.2% |
| 6M | +10.5% | +12.6% | -2.1% | -25.8% |
| YTD | +7.9% | +12.0% | -4.1% | -22.8% |
| 1Y | -7.5% | +17.3% | -24.7% | -40.0% |
| All | +5.8% | +30.0% | -24.2% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 5y: compounded portfolio wealth divided by compounded ITOT 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…
5y analysis · Full analysis span regression · 6 months rolling