+39.3%
GEHC vs IWF
+109.0%
-69.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +2.2% |
| 7D | +0.8% | +2.8% | -2.0% | -1.1% |
| 30D | +21.3% | -7.5% | +28.9% | +27.3% |
| 3M | +12.6% | -8.5% | +21.1% | +18.8% |
| 6M | +34.3% | -7.4% | +41.7% | +39.7% |
| YTD | +1.4% | -2.6% | +4.1% | +1.2% |
| 1Y | +12.5% | -1.8% | +14.3% | +11.4% |
| 3Y | +19.2% | +65.5% | -46.2% | -23.6% |
| All | +39.3% | +109.0% | -69.7% | -28.1% |
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