-47.2%
GLXY vs IWD
+28.9%
-76.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.5% | -5.8% |
| 7D | +5.3% | +2.3% | +3.0% | -0.3% |
| 30D | -19.8% | +3.6% | -23.4% | -28.2% |
| 3M | -31.4% | +2.2% | -33.5% | -36.1% |
| 6M | -53.3% | +13.0% | -66.3% | -69.6% |
| YTD | -35.7% | +26.5% | -62.2% | -70.6% |
| 1Y | -47.2% | +30.1% | -77.4% | -77.6% |
| All | -47.2% | +28.9% | -76.1% | -77.6% |
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 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