+29.3%
IEFA vs GLXY
+7.0%
+22.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.0% | +6.0% | -0.6% |
| 7D | -0.5% | +4.5% | -5.0% | -0.8% |
| 30D | -1.1% | +28.8% | -29.9% | -3.0% |
| 3M | +5.1% | -23.0% | +28.1% | +6.2% |
| 6M | +9.3% | +17.0% | -7.7% | +7.1% |
| YTD | +13.0% | +12.5% | +0.5% | +10.2% |
| 1Y | +19.2% | -5.4% | +24.5% | +16.7% |
| All | +29.3% | +7.0% | +22.3% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling