+726.5%
IWD vs GAP
+20.1%
+706.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -0.3% | -4.5% | +4.2% | +0.6% |
| 30D | +0.6% | +9.0% | -8.5% | -1.4% |
| 3M | +7.2% | +5.0% | +2.2% | +5.7% |
| 6M | +16.2% | -17.8% | +34.0% | +19.2% |
| YTD | +23.3% | -10.4% | +33.7% | +24.0% |
| 1Y | +29.6% | -3.4% | +33.0% | +27.6% |
| 3Y | +70.5% | +111.5% | -41.0% | +32.1% |
| 5Y | +73.5% | +8.8% | +64.7% | +46.4% |
| 10Y | +198.3% | +32.9% | +165.4% | +105.6% |
| All | +726.5% | +20.1% | +706.4% | +342.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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