+205.1%
IWD vs GPC
+85.6%
+119.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | +0.1% |
| 7D | -0.5% | +1.6% | -2.0% | -1.1% |
| 30D | +2.7% | -2.1% | +4.7% | +3.3% |
| 3M | +0.9% | -6.8% | +7.7% | +3.3% |
| 6M | +10.5% | +18.6% | -8.0% | +2.0% |
| YTD | +23.7% | +2.7% | +21.0% | +19.4% |
| 1Y | +28.7% | +1.8% | +26.9% | +24.5% |
| 3Y | +79.7% | +1.1% | +78.7% | +67.7% |
| 5Y | +69.7% | +4.1% | +65.6% | +52.8% |
| All | +205.1% | +85.6% | +119.5% | +103.0% |
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