+89.2%
IWD vs GGLL
+210.8%
-121.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | +2.3% | +7.7% | -5.4% | +1.5% |
| 30D | +3.6% | -30.2% | +33.8% | +6.7% |
| 3M | +2.2% | -31.3% | +33.4% | +5.2% |
| 6M | +13.0% | -52.1% | +65.0% | +20.1% |
| YTD | +26.5% | -25.9% | +52.4% | +27.2% |
| 1Y | +30.1% | -8.5% | +38.6% | +27.5% |
| 3Y | +84.9% | +165.5% | -80.7% | +51.0% |
| All | +89.2% | +210.8% | -121.5% | +49.6% |
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