+205.0%
GLD vs IWD
+207.5%
-2.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +4.7% | -0.5% | +5.2% | +4.8% |
| 30D | -0.9% | +2.7% | -3.6% | -1.1% |
| 3M | -4.4% | +0.9% | -5.3% | -4.5% |
| 6M | -13.6% | +10.5% | -24.1% | -14.3% |
| YTD | -6.0% | +23.7% | -29.7% | -7.5% |
| 1Y | +1.8% | +28.7% | -27.0% | -0.1% |
| 3Y | +103.2% | +79.7% | +23.5% | +95.7% |
| 5Y | +119.3% | +69.7% | +49.6% | +111.1% |
| All | +205.0% | +207.5% | -2.5% | +202.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling