+18.6%
GLXY vs IVZ
+119.7%
-101.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +5.0% |
| 7D | +15.5% | +1.1% | +14.4% | +14.2% |
| 30D | +34.1% | +3.1% | +31.0% | +29.7% |
| 3M | -11.3% | +18.2% | -29.5% | -24.9% |
| 6M | +31.6% | +38.6% | -7.0% | -5.0% |
| YTD | +21.0% | +25.9% | -4.9% | -2.5% |
| 1Y | +11.7% | +51.7% | -40.0% | -20.3% |
| All | +18.6% | +119.7% | -101.0% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling