-30.0%
GLXY vs IVZ
+94.5%
-124.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.8% | +14.0% | +14.0% |
| 7D | +14.3% | -2.8% | +17.1% | +17.4% |
| 30D | -19.6% | -2.2% | -17.5% | -17.8% |
| 3M | -20.7% | -8.1% | -12.6% | -13.4% |
| 6M | -49.6% | +3.8% | -53.4% | -51.2% |
| YTD | -28.6% | +11.5% | -40.0% | -34.6% |
| 1Y | -48.0% | +23.7% | -71.7% | -55.8% |
| All | -30.0% | +94.5% | -124.4% | -56.2% |
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