+204.6%
IWD vs GPC
+78.6%
+126.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -0.6% | -2.1% | +1.5% | +0.3% |
| 30D | +3.6% | -4.5% | +8.1% | +5.3% |
| 3M | +2.7% | -7.7% | +10.3% | +5.5% |
| 6M | +13.2% | +24.3% | -11.1% | +2.6% |
| YTD | +26.8% | +3.5% | +23.3% | +21.9% |
| 1Y | +29.3% | +0.7% | +28.5% | +25.7% |
| 3Y | +85.1% | 0.0% | +85.2% | +73.8% |
| 5Y | +74.2% | +5.8% | +68.4% | +55.7% |
| 10Y | +204.6% | +75.8% | +128.8% | +105.2% |
| All | +204.6% | +78.6% | +126.0% | +105.2% |
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