+80.5%
GM vs IWD
+72.9%
+7.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.5% |
| 7D | -1.1% | -1.2% | +0.1% | +0.7% |
| 30D | -4.6% | -1.6% | -2.9% | -2.2% |
| 3M | +0.2% | +7.0% | -6.8% | -9.4% |
| 6M | +12.6% | +17.0% | -4.3% | -10.8% |
| YTD | +3.7% | +21.6% | -17.9% | -22.5% |
| 1Y | +45.6% | +28.0% | +17.6% | +0.9% |
| 3Y | +162.0% | +70.6% | +91.4% | +16.0% |
| 5Y | +80.5% | +73.3% | +7.1% | -18.5% |
| All | +80.5% | +72.9% | +7.5% | -18.5% |
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