-33.4%
GLXY vs IWD
+42.3%
-75.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -3.9% |
| 7D | +16.9% | +1.7% | +15.3% | +12.2% |
| 30D | -23.0% | +3.2% | -26.2% | -30.5% |
| 3M | -28.0% | +2.3% | -30.3% | -33.5% |
| 6M | -51.6% | +12.9% | -64.6% | -67.9% |
| YTD | -32.1% | +26.2% | -58.3% | -67.5% |
| 1Y | -51.5% | +28.3% | -79.7% | -77.5% |
| All | -33.4% | +42.3% | -75.7% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling