+328.1%
GIS vs IWD
+726.5%
-398.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.2% |
| 7D | -7.8% | -0.3% | -7.6% | -7.8% |
| 30D | +6.6% | +0.6% | +6.0% | +6.3% |
| 3M | +21.0% | +7.2% | +13.7% | +17.7% |
| 6M | -9.1% | +16.2% | -25.3% | -14.4% |
| YTD | -13.6% | +23.3% | -37.0% | -20.6% |
| 1Y | -18.0% | +29.6% | -47.6% | -26.1% |
| 3Y | -33.7% | +70.5% | -104.1% | -46.7% |
| 5Y | -19.4% | +73.5% | -92.9% | -36.2% |
| 10Y | -21.3% | +198.3% | -219.6% | -51.1% |
| All | +328.1% | +726.5% | -398.4% | +70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling