+184.2%
GLW vs IWD
+731.9%
-547.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.6% | -10.3% | -9.7% |
| 7D | -19.7% | -0.9% | -18.8% | -18.7% |
| 30D | -38.8% | +2.6% | -41.4% | -40.7% |
| 3M | -33.9% | +1.2% | -35.1% | -35.0% |
| 6M | -36.0% | +12.1% | -48.1% | -44.2% |
| YTD | +18.7% | +24.1% | -5.4% | -7.8% |
| 1Y | +19.8% | +28.5% | -8.7% | -10.6% |
| 3Y | +294.3% | +79.5% | +214.8% | +96.0% |
| 5Y | +205.7% | +70.3% | +135.4% | +62.5% |
| 10Y | +493.8% | +212.5% | +281.2% | +55.3% |
| All | +184.2% | +731.9% | -547.7% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling