+211.6%
GM vs IWD
+203.0%
+8.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.6% |
| 7D | -0.2% | +2.3% | -2.5% | -3.2% |
| 30D | +3.6% | +3.6% | 0.0% | -1.3% |
| 3M | -0.2% | +2.2% | -2.4% | -3.0% |
| 6M | +13.9% | +13.0% | +1.0% | -3.5% |
| YTD | +6.5% | +26.5% | -20.1% | -22.8% |
| 1Y | +20.7% | +30.1% | -9.5% | -15.7% |
| 3Y | +229.5% | +84.9% | +144.6% | +42.0% |
| 5Y | +41.5% | +73.4% | -31.8% | -31.2% |
| All | +211.6% | +203.0% | +8.5% | -27.2% |
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