+197.3%
IWD vs GPC
+83.6%
+113.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | -0.3% | +1.2% | -1.5% | -0.7% |
| 30D | +0.6% | +6.0% | -5.4% | -1.7% |
| 3M | +7.2% | +42.6% | -35.4% | -7.5% |
| 6M | +16.2% | +22.8% | -6.6% | +6.0% |
| YTD | +23.3% | +15.5% | +7.9% | +14.1% |
| 1Y | +29.6% | +2.0% | +27.5% | +25.9% |
| 3Y | +70.5% | -1.4% | +71.9% | +62.2% |
| 5Y | +73.5% | +30.6% | +42.9% | +42.0% |
| All | +197.3% | +83.6% | +113.6% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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