+380.9%
GH vs IWD
+143.7%
+237.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +0.9% | +1.7% | -0.8% | -1.0% |
| 30D | -4.5% | +3.2% | -7.7% | -7.9% |
| 3M | -6.2% | +2.3% | -8.5% | -8.9% |
| 6M | +55.0% | +12.9% | +42.0% | +33.8% |
| YTD | +51.6% | +26.2% | +25.4% | +15.2% |
| 1Y | +58.3% | +28.3% | +30.0% | +17.9% |
| 3Y | +617.6% | +84.4% | +533.2% | +257.8% |
| 5Y | +49.2% | +73.0% | -23.8% | -16.8% |
| All | +380.9% | +143.7% | +237.2% | +98.3% |
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