+2,080.4%
GD vs IWD
+731.9%
+1,348.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.8% |
| 3M | -6.8% | +1.2% | -8.0% | -7.7% |
| 6M | +3.0% | +12.1% | -9.1% | -6.0% |
| YTD | +7.8% | +24.1% | -16.4% | -9.3% |
| 1Y | +5.8% | +28.5% | -22.7% | -13.3% |
| 3Y | +55.3% | +79.5% | -24.2% | -2.4% |
| 5Y | +96.7% | +70.3% | +26.4% | +28.1% |
| 10Y | +195.4% | +212.5% | -17.2% | +22.3% |
| All | +2,080.4% | +731.9% | +1,348.5% | +364.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling