-40.1%
GLXY vs IWD
+39.4%
-79.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +6.2% |
| 7D | -14.6% | -0.5% | -14.2% | -15.2% |
| 30D | -36.2% | +2.7% | -38.8% | -42.2% |
| 3M | -30.1% | +0.9% | -31.0% | -33.5% |
| 6M | -56.1% | +10.5% | -66.7% | -69.2% |
| YTD | -38.9% | +23.7% | -62.6% | -69.2% |
| 1Y | -55.0% | +28.7% | -83.8% | -79.5% |
| All | -40.1% | +39.4% | -79.5% | -75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling