-26.7%
GPN vs IWD
+71.7%
-98.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -2.1% |
| 7D | -0.7% | -0.2% | -0.5% | -0.5% |
| 30D | +3.8% | -0.8% | +4.6% | +5.2% |
| 3M | +39.2% | +8.0% | +31.1% | +23.7% |
| 6M | +17.9% | +18.2% | -0.3% | -9.3% |
| YTD | +16.4% | +22.3% | -6.0% | -15.2% |
| 1Y | +3.6% | +28.9% | -25.3% | -30.4% |
| 3Y | -26.7% | +71.5% | -98.2% | -68.3% |
| All | -26.7% | +71.7% | -98.4% | -68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling