+521.8%
GLW vs IWD
+203.8%
+318.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -11.1% | +1.6% | -12.7% | -12.7% |
| 30D | -28.4% | +3.6% | -32.0% | -31.5% |
| 3M | -28.8% | +2.0% | -30.8% | -30.7% |
| 6M | -39.8% | +13.1% | -52.9% | -48.4% |
| YTD | +28.7% | +26.2% | +2.5% | -2.7% |
| 1Y | +27.7% | +29.6% | -1.9% | -6.3% |
| 3Y | +331.3% | +84.3% | +247.0% | +104.7% |
| 5Y | +233.4% | +73.4% | +160.0% | +71.3% |
| 10Y | +521.8% | +202.4% | +319.3% | +63.4% |
| All | +521.8% | +203.8% | +318.0% | +63.4% |
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 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