-22.8%
GIS vs IWD
+73.8%
-96.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -8.3% | -0.2% | -8.1% | -8.2% |
| 30D | +2.2% | -0.8% | +3.0% | +2.5% |
| 3M | +15.7% | +8.0% | +7.7% | +12.9% |
| 6M | -12.0% | +18.2% | -30.2% | -16.7% |
| YTD | -15.0% | +22.3% | -37.3% | -20.6% |
| 1Y | -20.1% | +28.9% | -49.0% | -26.8% |
| 3Y | -34.6% | +71.5% | -106.1% | -45.9% |
| 5Y | -22.8% | +73.6% | -96.4% | -36.8% |
| All | -22.8% | +73.8% | -96.7% | -36.8% |
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