+46.6%
GPN vs IWD
+203.0%
-156.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +3.9% |
| 7D | -5.6% | +2.3% | -7.9% | -8.4% |
| 30D | +13.6% | +3.6% | +10.0% | +8.1% |
| 3M | -2.8% | +2.2% | -5.0% | -5.8% |
| 6M | +38.1% | +13.0% | +25.1% | +17.4% |
| YTD | +19.9% | +26.5% | -6.6% | -12.3% |
| 1Y | +23.4% | +30.1% | -6.7% | -13.0% |
| 3Y | -12.6% | +84.9% | -97.5% | -60.2% |
| 5Y | -26.6% | +73.4% | -100.0% | -63.0% |
| All | +46.6% | +203.0% | -156.4% | -59.4% |
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