+71.5%
IWD vs GTLB
-8.4%
+79.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.5% |
| 7D | -0.2% | +4.6% | -4.7% | -0.5% |
| 30D | -0.8% | +21.0% | -21.8% | -2.1% |
| 3M | +8.0% | +51.7% | -43.7% | +4.8% |
| 6M | +18.2% | +89.3% | -71.1% | +12.4% |
| YTD | +22.3% | +25.6% | -3.3% | +20.0% |
| 1Y | +28.9% | -1.5% | +30.4% | +28.8% |
| 3Y | +71.5% | -9.9% | +81.5% | +67.4% |
| All | +71.5% | -8.4% | +79.9% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling