+7.7%
GEHC vs IWF
+120.5%
-112.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.8% |
| 7D | -7.9% | -1.7% | -6.2% | -6.7% |
| 30D | -11.7% | -1.8% | -9.9% | -10.6% |
| 3M | +0.8% | +1.5% | -0.6% | -1.1% |
| 6M | -11.6% | +7.7% | -19.3% | -17.4% |
| YTD | -21.6% | +2.7% | -24.3% | -24.1% |
| 1Y | -15.3% | +6.8% | -22.1% | -20.6% |
| 3Y | -0.5% | +76.9% | -77.4% | -38.8% |
| All | +7.7% | +120.5% | -112.8% | -46.0% |
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