-19.4%
GPN vs IWD
+73.2%
-92.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +3.7% | +1.6% | +2.1% | +1.0% |
| 30D | +23.6% | +3.6% | +20.0% | +16.9% |
| 3M | +18.3% | +2.0% | +16.2% | +14.4% |
| 6M | +47.8% | +13.1% | +34.8% | +23.2% |
| YTD | +32.6% | +26.2% | +6.4% | -6.2% |
| 1Y | +36.0% | +29.6% | +6.4% | -7.4% |
| 3Y | -3.9% | +84.3% | -88.2% | -59.7% |
| 5Y | -19.4% | +73.4% | -92.8% | -62.6% |
| All | -19.4% | +73.2% | -92.6% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling