-38.1%
GLXY vs IWD
+42.3%
-80.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -16.2% | +1.6% | -17.7% | -20.8% |
| 30D | -30.6% | +3.6% | -34.2% | -38.2% |
| 3M | -27.7% | +2.0% | -29.8% | -32.9% |
| 6M | -53.3% | +13.1% | -66.4% | -69.2% |
| YTD | -36.9% | +26.2% | -63.1% | -69.8% |
| 1Y | -55.6% | +29.6% | -85.2% | -80.0% |
| All | -38.1% | +42.3% | -80.4% | -75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling