+93.8%
GD vs IWF
+50.6%
+43.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.0% |
| 7D | -5.0% | -5.0% | 0.0% | -3.5% |
| 30D | +8.9% | -13.2% | +22.1% | +13.6% |
| 3M | -8.0% | -9.4% | +1.4% | -5.5% |
| 6M | +2.9% | -8.6% | +11.5% | +5.2% |
| YTD | +7.1% | -5.3% | +12.4% | +8.0% |
| 1Y | +5.9% | -5.0% | +10.9% | +6.6% |
| 3Y | +53.9% | +64.6% | -10.8% | +25.6% |
| All | +93.8% | +50.6% | +43.2% | +55.5% |
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