+72.1%
IWD vs GTLB
-50.8%
+122.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.4% |
| 7D | -1.2% | -6.6% | +5.4% | -0.7% |
| 30D | -1.6% | +13.7% | -15.4% | -2.7% |
| 3M | +7.0% | +52.9% | -45.9% | +3.4% |
| 6M | +17.0% | +88.5% | -71.5% | +10.7% |
| YTD | +21.6% | +23.4% | -1.8% | +18.7% |
| 1Y | +28.0% | -3.8% | +31.8% | +27.1% |
| 3Y | +70.6% | -11.5% | +82.0% | +66.5% |
| All | +72.1% | -50.8% | +122.9% | +63.2% |
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