+357.5%
GH vs IWD
+73.3%
+284.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +1.3% |
| 7D | -0.1% | -0.3% | +0.2% | +0.3% |
| 30D | -1.1% | +0.6% | -1.7% | -2.2% |
| 3M | +21.3% | +7.2% | +14.1% | +8.2% |
| 6M | +73.5% | +16.2% | +57.3% | +36.6% |
| YTD | +58.0% | +23.3% | +34.7% | +13.5% |
| 1Y | +163.1% | +29.6% | +133.5% | +73.6% |
| All | +357.5% | +73.3% | +284.2% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling