+401.3%
GH vs IWD
+138.1%
+263.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +1.0% |
| 7D | -0.1% | -0.3% | +0.2% | +0.2% |
| 30D | -1.1% | +0.6% | -1.7% | -1.9% |
| 3M | +21.3% | +7.2% | +14.1% | +11.3% |
| 6M | +73.5% | +16.2% | +57.3% | +45.3% |
| YTD | +58.0% | +23.3% | +34.7% | +23.5% |
| 1Y | +163.1% | +29.6% | +133.5% | +93.2% |
| 3Y | +361.0% | +70.5% | +290.6% | +152.2% |
| 5Y | +22.5% | +73.5% | -50.9% | -31.4% |
| All | +401.3% | +138.1% | +263.2% | +112.6% |
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