+168.3%
GM vs IWD
+71.7%
+96.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.1% |
| 7D | +0.4% | -0.2% | +0.6% | +0.6% |
| 30D | -1.8% | -0.8% | -1.1% | -0.8% |
| 3M | +2.6% | +8.0% | -5.4% | -7.5% |
| 6M | +14.6% | +18.2% | -3.6% | -8.4% |
| YTD | +6.2% | +22.3% | -16.1% | -18.8% |
| 1Y | +48.7% | +28.9% | +19.8% | +6.1% |
| 3Y | +168.3% | +71.5% | +96.8% | +24.7% |
| All | +168.3% | +71.7% | +96.6% | +24.7% |
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 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