+188.7%
GD vs IWD
+197.9%
-9.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.2% |
| 7D | -5.3% | -0.3% | -5.0% | -5.0% |
| 30D | -6.4% | +0.6% | -7.0% | -6.9% |
| 3M | +5.7% | +7.2% | -1.5% | -0.8% |
| 6M | -0.9% | +16.2% | -17.2% | -13.7% |
| YTD | +8.2% | +23.3% | -15.2% | -10.7% |
| 1Y | +13.4% | +29.6% | -16.1% | -10.4% |
| 3Y | +68.5% | +70.5% | -2.0% | +2.9% |
| 5Y | +97.2% | +73.5% | +23.7% | +17.2% |
| All | +188.7% | +197.9% | -9.3% | +4.5% |
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