+188.5%
GD vs IWD
+207.5%
-19.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.3% |
| 7D | -5.0% | -0.5% | -4.5% | -4.7% |
| 30D | +8.9% | +2.7% | +6.3% | +6.3% |
| 3M | -8.0% | +0.9% | -8.9% | -8.9% |
| 6M | +2.9% | +10.5% | -7.6% | -6.2% |
| YTD | +7.1% | +23.7% | -16.6% | -12.0% |
| 1Y | +5.9% | +28.7% | -22.8% | -16.0% |
| 3Y | +53.9% | +79.7% | -25.9% | -10.6% |
| 5Y | +95.4% | +69.7% | +25.7% | +18.6% |
| All | +188.5% | +207.5% | -19.0% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling