+206.1%
GLD vs IWD
+203.0%
+3.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -4.6% | +2.3% | -6.9% | -4.8% |
| 30D | -5.5% | +3.6% | -9.0% | -5.8% |
| 3M | -10.9% | +2.2% | -13.1% | -11.1% |
| 6M | -17.4% | +13.0% | -30.4% | -18.3% |
| YTD | -10.3% | +26.5% | -36.8% | -12.0% |
| 1Y | -7.2% | +30.1% | -37.3% | -9.0% |
| 3Y | +96.9% | +84.9% | +12.1% | +89.1% |
| 5Y | +103.8% | +73.4% | +30.4% | +95.6% |
| All | +206.1% | +203.0% | +3.1% | +204.8% |
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 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