-3.9%
GPN vs IWD
+85.4%
-89.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +3.7% | +1.6% | +2.1% | +0.9% |
| 30D | +23.6% | +3.6% | +20.0% | +16.5% |
| 3M | +18.3% | +2.0% | +16.2% | +14.2% |
| 6M | +47.8% | +13.1% | +34.8% | +21.7% |
| YTD | +32.6% | +26.2% | +6.4% | -8.4% |
| 1Y | +36.0% | +29.6% | +6.4% | -9.9% |
| 3Y | -3.9% | +84.3% | -88.2% | -61.5% |
| All | -3.9% | +85.4% | -89.3% | -61.5% |
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