-17.4%
GIS vs IWD
+33.0%
-50.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.6% | +4.1% |
| 7D | +8.5% | +2.5% | +5.9% | +7.3% |
| 30D | +15.3% | +6.0% | +9.3% | +13.0% |
| 3M | +0.9% | +3.8% | -2.8% | -0.5% |
| 6M | +7.9% | +16.3% | -8.4% | +4.6% |
| YTD | -17.6% | +27.5% | -45.1% | -20.0% |
| 1Y | -17.4% | +32.8% | -50.2% | -20.0% |
| All | -17.4% | +33.0% | -50.4% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling