+342.1%
GLW vs IWD
+73.6%
+268.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.6% |
| 7D | +3.8% | -0.3% | +4.0% | +4.1% |
| 30D | -1.3% | +0.6% | -1.9% | -2.3% |
| 3M | -21.8% | +7.2% | -29.0% | -28.7% |
| 6M | +6.9% | +16.2% | -9.3% | -10.9% |
| YTD | +77.2% | +23.3% | +53.8% | +37.9% |
| 1Y | +123.2% | +29.6% | +93.7% | +64.4% |
| 3Y | +400.0% | +70.5% | +329.5% | +168.7% |
| All | +342.1% | +73.6% | +268.5% | +132.4% |
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 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