-16.8%
GIS vs IWD
+195.0%
-211.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -8.6% | -1.2% | -7.4% | -8.2% |
| 30D | -0.5% | -1.6% | +1.2% | +0.2% |
| 3M | +11.9% | +7.0% | +4.9% | +9.1% |
| 6M | -11.6% | +17.0% | -28.6% | -16.7% |
| YTD | -16.3% | +21.6% | -38.0% | -22.4% |
| 1Y | -21.8% | +28.0% | -49.7% | -28.9% |
| 3Y | -35.7% | +70.6% | -106.2% | -47.9% |
| 5Y | -22.9% | +73.3% | -96.2% | -38.5% |
| 10Y | -16.8% | +200.5% | -217.3% | -50.9% |
| All | -16.8% | +195.0% | -211.8% | -50.9% |
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