+97.2%
GD vs IWF
+73.7%
+23.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.3% | +0.5% | -5.8% | -5.4% |
| 30D | -6.4% | -0.4% | -6.0% | -6.3% |
| 3M | +5.7% | -2.6% | +8.3% | +6.4% |
| 6M | -0.9% | +9.1% | -10.1% | -4.2% |
| YTD | +8.2% | +4.5% | +3.7% | +6.1% |
| 1Y | +13.4% | +10.1% | +3.3% | +9.2% |
| 3Y | +68.5% | +77.6% | -9.1% | +35.1% |
| All | +97.2% | +73.7% | +23.5% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling