+30.7%
IEFA vs GLXY
+15.1%
+15.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -0.8% |
| 7D | +1.2% | +15.5% | -14.3% | +0.1% |
| 30D | -0.6% | +34.1% | -34.7% | -2.7% |
| 3M | +6.2% | -11.3% | +17.6% | +6.4% |
| 6M | +11.2% | +31.6% | -20.4% | +8.1% |
| YTD | +14.2% | +21.0% | -6.8% | +10.9% |
| 1Y | +20.0% | +11.7% | +8.3% | +16.5% |
| All | +30.7% | +15.1% | +15.6% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GLXY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling