+368.5%
GH vs IWD
+138.8%
+229.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.2% |
| 7D | -15.6% | -0.5% | -15.2% | -15.2% |
| 30D | -10.4% | +2.7% | -13.0% | -13.1% |
| 3M | -4.3% | +0.9% | -5.1% | -5.5% |
| 6M | +63.5% | +10.5% | +53.0% | +44.8% |
| YTD | +47.7% | +23.7% | +24.0% | +14.9% |
| 1Y | +56.7% | +28.7% | +28.0% | +16.2% |
| 3Y | +443.9% | +79.7% | +364.2% | +179.5% |
| 5Y | +36.9% | +69.7% | -32.8% | -21.9% |
| All | +368.5% | +138.8% | +229.7% | +97.8% |
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