-4.1%
IWM vs GLXY
-55.9%
+51.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.2% | +0.5% |
| 7D | -2.0% | -14.6% | +12.6% | -1.1% |
| 30D | -1.5% | -36.2% | +34.7% | +1.9% |
| 3M | -8.0% | -30.1% | +22.1% | -6.1% |
| 6M | -4.1% | -56.1% | +52.0% | +3.5% |
| All | -4.1% | -55.9% | +51.8% | +3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling