+34.3%
IWM vs GLXY
-38.8%
+73.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +4.9% | +0.2% |
| 7D | +1.4% | +5.3% | -3.9% | +0.8% |
| 30D | +2.3% | -19.8% | +22.1% | +3.8% |
| 3M | -8.3% | -31.4% | +23.0% | -5.9% |
| 6M | -1.3% | -53.3% | +52.0% | +4.7% |
| YTD | +13.5% | -35.7% | +49.2% | +13.8% |
| 1Y | +18.4% | -47.2% | +65.6% | +20.7% |
| All | +34.3% | -38.8% | +73.2% | +34.3% |
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