+250.2%
GM vs IWD
+506.9%
-256.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.4% | +1.6% | -1.2% | -1.5% |
| 30D | +7.2% | +3.6% | +3.6% | +2.3% |
| 3M | +1.0% | +2.0% | -1.0% | -1.5% |
| 6M | +13.0% | +13.1% | 0.0% | -3.8% |
| YTD | +9.8% | +26.2% | -16.4% | -19.1% |
| 1Y | +25.9% | +29.6% | -3.7% | -10.3% |
| 3Y | +240.4% | +84.3% | +156.1% | +52.7% |
| 5Y | +56.1% | +73.4% | -17.3% | -21.5% |
| 10Y | +226.7% | +202.5% | +24.3% | -14.4% |
| All | +250.2% | +506.9% | -256.7% | -58.9% |
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