+15.5%
GLXY vs IWD
+39.0%
-23.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | +1.4% |
| 7D | +13.4% | -0.3% | +13.7% | +14.5% |
| 30D | +38.1% | +0.6% | +37.5% | +35.1% |
| 3M | -7.3% | +7.2% | -14.5% | -26.7% |
| 6M | +8.2% | +16.2% | -8.0% | -33.8% |
| YTD | +17.8% | +23.3% | -5.6% | -38.9% |
| 1Y | +14.9% | +29.6% | -14.6% | -46.4% |
| All | +15.5% | +39.0% | -23.6% | -50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling