-48.0%
GLXY vs IVZ
+25.0%
-73.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.8% | +14.0% | +14.2% |
| 7D | +14.3% | -2.8% | +17.1% | +17.8% |
| 30D | -19.6% | -2.2% | -17.5% | -17.6% |
| 3M | -20.7% | -8.1% | -12.6% | -12.4% |
| 6M | -49.6% | +3.8% | -53.4% | -51.9% |
| YTD | -28.6% | +11.5% | -40.0% | -38.4% |
| 1Y | -48.0% | +23.7% | -71.7% | -59.3% |
| All | -48.0% | +25.0% | -73.0% | -59.3% |
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