-55.2%
GLXY vs IWD
+33.0%
-88.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +2.6% | -19.6% | -23.8% |
| 7D | -26.8% | +2.5% | -29.4% | -32.7% |
| 30D | -38.3% | +6.0% | -44.3% | -48.8% |
| 3M | -36.9% | +3.8% | -40.7% | -44.3% |
| 6M | -52.1% | +16.3% | -68.4% | -72.3% |
| YTD | -37.5% | +27.5% | -65.0% | -73.4% |
| 1Y | -55.2% | +32.8% | -88.0% | -83.7% |
| All | -55.2% | +33.0% | -88.2% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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