-22.5%
GIS vs IWD
+28.9%
-51.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -3.4% | +2.3% | -5.6% | -4.1% |
| 30D | +6.9% | +3.6% | +3.3% | +5.4% |
| 3M | -10.1% | +2.2% | -12.3% | -11.0% |
| 6M | +5.9% | +13.0% | -7.1% | +3.1% |
| YTD | -21.1% | +26.5% | -47.6% | -23.6% |
| 1Y | -22.5% | +30.1% | -52.6% | -25.3% |
| All | -22.5% | +28.9% | -51.4% | -25.3% |
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