+96.7%
GD vs IWD
+70.2%
+26.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -0.3% |
| 7D | -3.9% | -0.9% | -3.0% | -3.3% |
| 30D | +8.1% | +2.6% | +5.4% | +5.9% |
| 3M | -6.8% | +1.2% | -8.0% | -7.7% |
| 6M | +3.0% | +12.1% | -9.1% | -5.9% |
| YTD | +7.8% | +24.1% | -16.4% | -9.1% |
| 1Y | +5.8% | +28.5% | -22.7% | -13.1% |
| 3Y | +55.3% | +79.5% | -24.2% | -1.3% |
| 5Y | +96.7% | +70.3% | +26.4% | +29.2% |
| All | +96.7% | +70.2% | +26.4% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling