+399.9%
GH vs IWD
+136.2%
+263.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.7% |
| 7D | -2.1% | -0.2% | -1.9% | -1.9% |
| 30D | -4.5% | -0.8% | -3.7% | -3.7% |
| 3M | +28.9% | +8.0% | +20.9% | +17.1% |
| 6M | +76.5% | +18.2% | +58.3% | +44.8% |
| YTD | +57.6% | +22.3% | +35.3% | +24.3% |
| 1Y | +167.5% | +28.9% | +138.7% | +97.7% |
| 3Y | +377.4% | +71.5% | +305.9% | +159.5% |
| 5Y | +23.8% | +73.6% | -49.8% | -30.5% |
| All | +399.9% | +136.2% | +263.8% | +114.1% |
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