+12.5%
GEHC vs IWF
-3.4%
+15.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +1.7% |
| 7D | +0.8% | +2.8% | -2.0% | +0.1% |
| 30D | +21.3% | -7.5% | +28.9% | +23.3% |
| 3M | +12.6% | -8.5% | +21.1% | +14.7% |
| 6M | +34.3% | -7.4% | +41.7% | +37.7% |
| YTD | +1.4% | -2.6% | +4.1% | -1.9% |
| 1Y | +12.5% | -1.8% | +14.3% | +8.6% |
| All | +12.5% | -3.4% | +15.9% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling