+2,080.4%
GD vs IWF
+640.3%
+1,440.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.4% | +4.1% | +1.4% |
| 7D | -3.9% | -8.9% | +5.0% | +1.2% |
| 30D | +8.1% | -14.6% | +22.6% | +17.9% |
| 3M | -6.8% | -10.8% | +4.1% | -0.9% |
| 6M | +3.0% | -8.2% | +11.2% | +7.0% |
| YTD | +7.8% | -6.5% | +14.2% | +10.4% |
| 1Y | +5.8% | -7.7% | +13.5% | +9.1% |
| 3Y | +55.3% | +63.5% | -8.2% | +10.4% |
| 5Y | +96.7% | +48.9% | +47.8% | +43.9% |
| 10Y | +195.4% | +379.7% | -184.3% | -1.5% |
| All | +2,080.4% | +640.3% | +1,440.2% | +348.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling