+85.0%
IWD vs GGLL
+188.6%
-103.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | -0.5% | +3.1% | -3.6% | -0.8% |
| 30D | +2.7% | -36.3% | +39.0% | +6.7% |
| 3M | +0.9% | -40.4% | +41.2% | +5.4% |
| 6M | +10.5% | -54.6% | +65.2% | +18.0% |
| YTD | +23.7% | -31.1% | +54.8% | +25.3% |
| 1Y | +28.7% | -19.2% | +47.9% | +27.7% |
| 3Y | +79.7% | +151.5% | -71.8% | +47.3% |
| All | +85.0% | +188.6% | -103.6% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling