+142.5%
GLD vs IWD
+73.6%
+68.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.7% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | +4.4% | +0.6% | +3.8% | +4.3% |
| 3M | -1.1% | +7.2% | -8.3% | -2.5% |
| 6M | -13.8% | +16.2% | -30.0% | -16.2% |
| YTD | +2.6% | +23.3% | -20.7% | -1.1% |
| 1Y | +24.5% | +29.6% | -5.1% | +19.2% |
| 3Y | +125.8% | +70.5% | +55.4% | +107.6% |
| All | +142.5% | +73.6% | +68.9% | +120.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling