-7.2%
GLD vs IWD
+28.9%
-36.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | 0.0% |
| 7D | -4.6% | +2.3% | -6.9% | -6.5% |
| 30D | -5.5% | +3.6% | -9.0% | -8.7% |
| 3M | -10.9% | +2.2% | -13.1% | -12.9% |
| 6M | -17.4% | +13.0% | -30.4% | -26.7% |
| YTD | -10.3% | +26.5% | -36.8% | -26.3% |
| 1Y | -7.2% | +30.1% | -37.3% | -24.4% |
| All | -7.2% | +28.9% | -36.1% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling