+79.3%
IWD vs GTLB
-49.8%
+129.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | -0.6% | -9.6% | +9.1% | +0.2% |
| 30D | +3.6% | -15.5% | +19.1% | +4.8% |
| 3M | +2.7% | +12.4% | -9.7% | +1.5% |
| 6M | +13.2% | +84.6% | -71.4% | +7.5% |
| YTD | +26.8% | +26.1% | +0.7% | +23.4% |
| 1Y | +29.3% | +1.7% | +27.6% | +27.8% |
| 3Y | +85.1% | +6.1% | +79.1% | +78.2% |
| 5Y | +74.2% | -61.1% | +135.3% | +65.7% |
| All | +79.3% | -49.8% | +129.1% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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