+15.5%
GLXY vs ITOT
+32.3%
-16.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | +0.5% |
| 7D | +13.4% | +0.1% | +13.3% | +13.3% |
| 30D | +38.1% | 0.0% | +38.1% | +38.5% |
| 3M | -7.3% | +2.0% | -9.3% | -11.7% |
| 6M | +8.2% | +13.0% | -4.9% | -27.7% |
| YTD | +17.8% | +14.0% | +3.8% | -21.2% |
| 1Y | +14.9% | +19.9% | -5.0% | -31.2% |
| All | +15.5% | +32.3% | -16.8% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling