-55.2%
GLXY vs IVZ
+30.5%
-85.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +4.2% | -21.2% | -22.0% |
| 7D | -26.8% | +2.6% | -29.5% | -29.6% |
| 30D | -38.3% | -3.5% | -34.8% | -35.5% |
| 3M | -36.9% | -7.4% | -29.5% | -30.9% |
| 6M | -52.1% | +14.7% | -66.8% | -59.3% |
| YTD | -37.5% | +14.6% | -52.1% | -47.5% |
| 1Y | -55.2% | +30.7% | -85.9% | -67.7% |
| All | -55.2% | +30.5% | -85.7% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling