+88.7%
IWD vs GGLL
+195.8%
-107.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.8% |
| 7D | +1.3% | +6.3% | -5.1% | +0.7% |
| 30D | +3.6% | -35.1% | +38.7% | +7.5% |
| 3M | +2.3% | -37.7% | +40.0% | +6.4% |
| 6M | +13.0% | -54.1% | +67.1% | +20.6% |
| YTD | +26.2% | -29.4% | +55.6% | +27.5% |
| 1Y | +30.5% | -13.4% | +43.9% | +28.5% |
| 3Y | +86.2% | +158.3% | -72.1% | +52.3% |
| All | +88.7% | +195.8% | -107.1% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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