+246.5%
GM vs IWD
+493.2%
-246.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.7% |
| 7D | +1.9% | -0.3% | +2.2% | +2.3% |
| 30D | -1.4% | +0.6% | -2.0% | -2.2% |
| 3M | +5.9% | +7.2% | -1.3% | -3.5% |
| 6M | +12.4% | +16.2% | -3.8% | -7.8% |
| YTD | +8.6% | +23.3% | -14.7% | -17.6% |
| 1Y | +52.6% | +29.6% | +23.0% | +8.5% |
| 3Y | +169.7% | +70.5% | +99.2% | +34.1% |
| 5Y | +87.5% | +73.5% | +14.1% | -5.8% |
| 10Y | +233.0% | +198.3% | +34.6% | -11.2% |
| All | +246.5% | +493.2% | -246.7% | -58.1% |
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