+208.4%
GLD vs IWD
+203.8%
+4.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +2.8% | +1.6% | +1.2% | +2.7% |
| 30D | -4.0% | +3.6% | -7.5% | -4.3% |
| 3M | -8.2% | +2.0% | -10.3% | -8.4% |
| 6M | -14.8% | +13.1% | -27.9% | -15.8% |
| YTD | -6.8% | +26.2% | -33.0% | -8.5% |
| 1Y | -2.4% | +29.6% | -32.0% | -4.3% |
| 3Y | +105.8% | +84.3% | +21.4% | +97.7% |
| 5Y | +113.3% | +73.4% | +39.9% | +104.8% |
| 10Y | +208.4% | +202.4% | +6.0% | +201.7% |
| All | +208.4% | +203.8% | +4.7% | +201.7% |
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