+121.6%
GLD vs IWD
+72.9%
+48.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.4% |
| 7D | +4.9% | +1.3% | +3.7% | +4.6% |
| 30D | -1.3% | +3.6% | -4.9% | -2.1% |
| 3M | -4.8% | +2.3% | -7.1% | -5.3% |
| 6M | -12.5% | +13.0% | -25.5% | -14.8% |
| YTD | -4.2% | +26.2% | -30.4% | -8.4% |
| 1Y | +3.0% | +30.5% | -27.4% | -1.9% |
| 3Y | +109.1% | +86.2% | +22.9% | +88.5% |
| 5Y | +121.6% | +72.9% | +48.7% | +98.6% |
| All | +121.6% | +72.9% | +48.6% | +98.6% |
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