-5.4%
GLXY vs IVZ
+50.2%
-55.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.8% | -6.3% | -6.1% |
| 7D | +4.5% | +1.2% | +3.4% | +3.2% |
| 30D | +28.8% | +1.8% | +27.1% | +25.9% |
| 3M | -23.0% | +15.7% | -38.8% | -35.3% |
| 6M | +17.0% | +36.3% | -19.3% | -19.8% |
| YTD | +12.5% | +24.9% | -12.5% | -13.7% |
| 1Y | -5.4% | +48.9% | -54.3% | -36.1% |
| All | -5.4% | +50.2% | -55.5% | -36.1% |
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