+84.5%
IWD vs GGLL
+328.7%
-244.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | -0.3% | -4.8% | +4.5% | +0.2% |
| 30D | +0.6% | -13.7% | +14.3% | +2.0% |
| 3M | +7.2% | -21.9% | +29.1% | +9.3% |
| 6M | +16.2% | +11.7% | +4.5% | +13.1% |
| YTD | +23.3% | +2.3% | +21.1% | +21.0% |
| 1Y | +29.6% | +76.2% | -46.6% | +18.9% |
| 3Y | +70.5% | +245.0% | -174.5% | +36.7% |
| All | +84.5% | +328.7% | -244.2% | +42.3% |
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