+41.4%
GS vs IWD
+30.5%
+10.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +1.1% |
| 7D | +0.9% | -0.3% | +1.2% | +1.4% |
| 30D | -1.6% | +0.6% | -2.2% | -2.5% |
| 3M | -4.5% | +7.2% | -11.7% | -14.6% |
| 6M | +20.9% | +16.2% | +4.7% | -5.3% |
| YTD | +19.9% | +23.3% | -3.4% | -13.6% |
| 1Y | +41.4% | +29.6% | +11.8% | -3.6% |
| All | +41.4% | +30.5% | +10.9% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling