+2,491.4%
GPN vs IWD
+696.4%
+1,795.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -0.4% | -11.6% | -11.6% |
| 7D | -7.1% | +1.7% | -8.8% | -8.6% |
| 30D | +7.7% | +3.2% | +4.5% | +4.3% |
| 3M | -0.1% | +2.3% | -2.4% | -2.4% |
| 6M | +29.4% | +12.9% | +16.5% | +15.2% |
| YTD | +15.1% | +26.2% | -11.2% | -7.9% |
| 1Y | +15.4% | +28.3% | -12.8% | -8.9% |
| 3Y | -16.5% | +84.4% | -100.9% | -52.2% |
| 5Y | -29.6% | +73.0% | -102.5% | -56.3% |
| 10Y | +34.7% | +203.3% | -168.6% | -46.5% |
| All | +2,491.4% | +696.4% | +1,795.0% | +376.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling