+74.5%
IWD vs GTLB
-47.1%
+121.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.8% |
| 7D | -0.3% | +11.1% | -11.3% | -1.1% |
| 30D | +0.6% | +37.8% | -37.2% | -1.9% |
| 3M | +7.2% | +61.6% | -54.4% | +3.2% |
| 6M | +16.2% | +98.9% | -82.7% | +9.6% |
| YTD | +23.3% | +32.8% | -9.4% | +19.7% |
| 1Y | +29.6% | +14.7% | +14.9% | +26.8% |
| 3Y | +70.5% | +1.3% | +69.1% | +64.7% |
| All | +74.5% | -47.1% | +121.6% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling