+102.5%
GD vs IWF
+55.4%
+47.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +1.7% |
| 7D | -1.9% | -2.9% | +1.0% | -1.0% |
| 30D | +10.9% | -10.9% | +21.8% | +14.7% |
| 3M | -6.8% | -8.1% | +1.3% | -4.6% |
| 6M | +7.0% | -7.5% | +14.6% | +9.0% |
| YTD | +11.1% | -3.4% | +14.5% | +11.3% |
| 1Y | +7.0% | -5.0% | +12.0% | +7.9% |
| 3Y | +59.9% | +64.0% | -4.1% | +31.0% |
| 5Y | +102.5% | +56.8% | +45.7% | +60.6% |
| All | +102.5% | +55.4% | +47.1% | +60.6% |
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