-36.4%
GLXY vs IWD
+42.2%
-78.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.0% | +4.2% | +0.9% |
| 7D | -0.5% | +1.3% | -1.8% | -5.3% |
| 30D | -28.6% | +3.6% | -32.2% | -36.4% |
| 3M | -28.1% | +2.3% | -30.4% | -33.8% |
| 6M | -52.0% | +13.0% | -65.0% | -68.3% |
| YTD | -35.1% | +26.2% | -61.3% | -68.9% |
| 1Y | -54.0% | +30.5% | -84.5% | -79.7% |
| All | -36.4% | +42.2% | -78.6% | -74.9% |
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