+25.2%
GPN vs IWD
+195.0%
-169.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -1.9% |
| 7D | -6.2% | -1.2% | -5.1% | -4.8% |
| 30D | +1.0% | -1.6% | +2.7% | +3.3% |
| 3M | +36.9% | +7.0% | +29.9% | +25.5% |
| 6M | +16.8% | +17.0% | -0.2% | -4.9% |
| YTD | +13.2% | +21.6% | -8.4% | -12.4% |
| 1Y | +1.4% | +28.0% | -26.6% | -26.5% |
| 3Y | -28.6% | +70.6% | -99.2% | -63.6% |
| 5Y | -47.0% | +73.3% | -120.3% | -73.0% |
| 10Y | +25.2% | +200.5% | -175.3% | -66.2% |
| All | +25.2% | +195.0% | -169.8% | -66.2% |
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