-33.4%
GLXY vs IVZ
+93.4%
-126.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.4% | -4.4% |
| 7D | +16.9% | +5.1% | +11.8% | +10.9% |
| 30D | -23.0% | -1.6% | -21.4% | -21.7% |
| 3M | -28.0% | -9.1% | -18.9% | -20.4% |
| 6M | -51.6% | +1.8% | -53.4% | -52.2% |
| YTD | -32.1% | +10.8% | -43.0% | -37.5% |
| 1Y | -51.5% | +19.1% | -70.6% | -57.5% |
| All | -33.4% | +93.4% | -126.8% | -58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling