+289.8%
GIS vs IWD
+749.4%
-459.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.3% |
| 7D | -4.6% | -0.6% | -4.0% | -4.4% |
| 30D | +6.6% | +3.6% | +3.0% | +5.1% |
| 3M | -8.1% | +2.7% | -10.8% | -9.0% |
| 6M | +4.9% | +13.2% | -8.3% | -0.1% |
| YTD | -21.4% | +26.8% | -48.1% | -28.5% |
| 1Y | -21.6% | +29.3% | -50.9% | -29.3% |
| 3Y | -39.3% | +85.1% | -124.4% | -52.8% |
| 5Y | -33.2% | +74.2% | -107.4% | -47.2% |
| 10Y | -17.3% | +204.6% | -221.9% | -49.1% |
| All | +289.8% | +749.4% | -459.6% | +53.3% |
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