-48.0%
GLXY vs IWD
+30.1%
-78.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.4% | +12.7% | +12.0% |
| 7D | +14.3% | -0.6% | +14.9% | +16.4% |
| 30D | -19.6% | +3.6% | -23.2% | -28.3% |
| 3M | -20.7% | +2.7% | -23.3% | -27.5% |
| 6M | -49.6% | +13.2% | -62.8% | -68.0% |
| YTD | -28.6% | +26.8% | -55.3% | -69.3% |
| 1Y | -48.0% | +29.3% | -77.3% | -78.9% |
| All | -48.0% | +30.1% | -78.1% | -78.9% |
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 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