+29.6%
IWD vs GGLL
-17.3%
+46.9%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +1.6% | +5.1% | -3.5% | +1.3% |
| 30D | +3.6% | -35.5% | +39.1% | +6.2% |
| 3M | +2.0% | -39.2% | +41.2% | +4.9% |
| 6M | +13.1% | -54.4% | +67.4% | +18.7% |
| YTD | +26.2% | -29.8% | +56.0% | +25.4% |
| 1Y | +29.6% | -20.4% | +50.0% | +27.2% |
| All | +29.6% | -17.3% | +46.9% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling