+371.1%
GH vs IWD
+144.2%
+226.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.3% | -2.3% |
| 7D | +0.6% | +2.3% | -1.7% | -2.1% |
| 30D | -6.9% | +3.6% | -10.5% | -10.7% |
| 3M | -4.9% | +2.2% | -7.1% | -7.5% |
| 6M | +54.1% | +13.0% | +41.1% | +33.0% |
| YTD | +48.5% | +26.5% | +22.0% | +12.5% |
| 1Y | +61.2% | +30.1% | +31.0% | +18.0% |
| 3Y | +570.3% | +84.9% | +485.5% | +233.2% |
| 5Y | +46.1% | +73.4% | -27.2% | -18.7% |
| All | +371.1% | +144.2% | +226.9% | +93.7% |
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