-30.4%
GIS vs IWD
+68.9%
-99.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | +3.6% | -0.5% | +4.0% | +3.7% |
| 30D | +13.9% | +2.7% | +11.2% | +12.9% |
| 3M | +0.3% | +0.9% | -0.6% | 0.0% |
| 6M | +5.0% | +10.5% | -5.6% | +1.6% |
| YTD | -18.4% | +23.7% | -42.1% | -23.9% |
| 1Y | -17.4% | +28.7% | -46.2% | -24.1% |
| 3Y | -36.9% | +79.7% | -116.6% | -48.4% |
| All | -30.4% | +68.9% | -99.3% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling