+25.9%
IEFA vs GLXY
-35.4%
+61.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.3% | -0.4% |
| 7D | +1.3% | +16.9% | -15.7% | +0.2% |
| 30D | +0.1% | -23.0% | +23.1% | +1.3% |
| 3M | -4.2% | -28.0% | +23.8% | -2.9% |
| 6M | +1.9% | -51.6% | +53.5% | +5.3% |
| YTD | +9.9% | -32.1% | +42.0% | +10.2% |
| 1Y | +11.5% | -51.5% | +63.0% | +13.3% |
| All | +25.9% | -35.4% | +61.3% | +25.0% |
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