+339.2%
GLW vs IWD
+85.1%
+254.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.6% |
| 7D | +7.7% | +2.3% | +5.5% | +4.5% |
| 30D | -18.8% | +3.6% | -22.4% | -22.6% |
| 3M | -27.7% | +2.2% | -29.9% | -29.9% |
| 6M | -44.4% | +13.0% | -57.4% | -53.4% |
| YTD | +31.3% | +26.5% | +4.8% | -4.0% |
| 1Y | +40.0% | +30.1% | +9.9% | -0.8% |
| 3Y | +339.2% | +84.9% | +254.4% | +104.1% |
| All | +339.2% | +85.1% | +254.1% | +104.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling