+139.3%
GS vs IWD
+68.9%
+70.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | -3.2% | -0.5% | -2.7% | -2.4% |
| 30D | -2.4% | +2.7% | -5.1% | -5.7% |
| 3M | -15.7% | +0.9% | -16.6% | -16.6% |
| 6M | -6.8% | +10.5% | -17.3% | -18.7% |
| YTD | -0.1% | +23.7% | -23.8% | -25.2% |
| 1Y | +12.1% | +28.7% | -16.6% | -20.5% |
| 3Y | +185.8% | +79.7% | +106.1% | +35.4% |
| All | +139.3% | +68.9% | +70.5% | +24.7% |
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