+244.0%
GLW vs IWD
+73.1%
+170.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.3% |
| 7D | +15.5% | +1.7% | +13.9% | +13.3% |
| 30D | -19.6% | +3.2% | -22.8% | -22.6% |
| 3M | -28.5% | +2.3% | -30.8% | -30.6% |
| 6M | -39.5% | +12.9% | -52.5% | -48.2% |
| YTD | +37.2% | +26.2% | +11.0% | +3.9% |
| 1Y | +35.4% | +28.3% | +7.2% | +0.9% |
| 3Y | +359.7% | +84.4% | +275.3% | +125.9% |
| 5Y | +244.0% | +73.0% | +171.0% | +82.7% |
| All | +244.0% | +73.1% | +170.9% | +82.7% |
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