+191.5%
GD vs IWF
+410.6%
-219.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.3% | +0.5% | -5.8% | -5.5% |
| 30D | -6.4% | -0.4% | -6.0% | -6.3% |
| 3M | +5.7% | -2.6% | +8.3% | +6.7% |
| 6M | -0.9% | +9.1% | -10.1% | -6.0% |
| YTD | +8.2% | +4.5% | +3.7% | +4.9% |
| 1Y | +13.4% | +10.1% | +3.3% | +6.9% |
| 3Y | +68.5% | +77.6% | -9.1% | +19.3% |
| 5Y | +97.2% | +73.7% | +23.4% | +38.4% |
| All | +191.5% | +410.6% | -219.0% | -12.1% |
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