+654.3%
GS vs IWD
+197.9%
+456.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +1.0% |
| 7D | +0.9% | -0.3% | +1.2% | +1.3% |
| 30D | -1.6% | +0.6% | -2.2% | -2.4% |
| 3M | -4.5% | +7.2% | -11.7% | -13.1% |
| 6M | +20.9% | +16.2% | +4.7% | -1.0% |
| YTD | +19.9% | +23.3% | -3.4% | -9.1% |
| 1Y | +41.4% | +29.6% | +11.8% | +0.4% |
| 3Y | +239.2% | +70.5% | +168.7% | +72.2% |
| 5Y | +185.0% | +73.5% | +111.6% | +42.2% |
| All | +654.3% | +197.9% | +456.4% | +81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling