+188.5%
GD vs IWF
+378.8%
-190.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.3% |
| 7D | -5.0% | -5.0% | 0.0% | -2.7% |
| 30D | +8.9% | -13.2% | +22.1% | +16.4% |
| 3M | -8.0% | -9.4% | +1.4% | -3.9% |
| 6M | +2.9% | -8.6% | +11.5% | +6.5% |
| YTD | +7.1% | -5.3% | +12.4% | +8.5% |
| 1Y | +5.9% | -5.0% | +10.9% | +7.1% |
| 3Y | +53.9% | +64.6% | -10.8% | +12.6% |
| 5Y | +95.4% | +50.8% | +44.6% | +48.1% |
| All | +188.5% | +378.8% | -190.3% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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