+186.8%
GS vs IWD
+79.4%
+107.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.6% | -3.8% | -2.1% |
| 7D | -6.3% | -0.9% | -5.4% | -4.7% |
| 30D | -3.1% | +2.6% | -5.8% | -6.9% |
| 3M | -17.7% | +1.2% | -18.9% | -19.1% |
| 6M | -4.6% | +12.1% | -16.7% | -20.6% |
| YTD | +0.3% | +24.1% | -23.8% | -29.1% |
| 1Y | +11.7% | +28.5% | -16.8% | -25.2% |
| All | +186.8% | +79.4% | +107.4% | +18.5% |
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