+15.5%
GLXY vs IVZ
+124.6%
-109.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.8% |
| 7D | +13.4% | +0.6% | +12.8% | +12.9% |
| 30D | +38.1% | +4.0% | +34.1% | +32.5% |
| 3M | -7.3% | +18.2% | -25.5% | -21.2% |
| 6M | +8.2% | +32.8% | -24.6% | -18.1% |
| YTD | +17.8% | +28.7% | -11.0% | -7.1% |
| 1Y | +14.9% | +55.4% | -40.4% | -19.8% |
| All | +15.5% | +124.6% | -109.1% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling