+526.0%
GLW vs IWD
+203.0%
+322.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.6% |
| 7D | +7.7% | +2.3% | +5.5% | +4.9% |
| 30D | -18.8% | +3.6% | -22.4% | -22.3% |
| 3M | -27.7% | +2.2% | -29.9% | -29.7% |
| 6M | -44.4% | +13.0% | -57.4% | -52.3% |
| YTD | +31.3% | +26.5% | +4.8% | -1.0% |
| 1Y | +40.0% | +30.1% | +9.9% | +2.1% |
| 3Y | +339.2% | +84.9% | +254.4% | +107.6% |
| 5Y | +229.2% | +73.4% | +155.8% | +69.2% |
| All | +526.0% | +203.0% | +322.9% | +61.3% |
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