-12.1%
GFS vs IWD
+76.5%
-88.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -5.3% | +1.6% | -6.9% | -7.9% |
| 30D | -15.8% | +3.6% | -19.4% | -20.9% |
| 3M | -18.6% | +2.0% | -20.7% | -21.6% |
| 6M | -45.0% | +13.1% | -58.0% | -55.7% |
| YTD | +16.8% | +26.2% | -9.4% | -21.7% |
| 1Y | +17.8% | +29.6% | -11.8% | -24.5% |
| 3Y | -21.5% | +84.3% | -105.9% | -71.3% |
| 5Y | -29.3% | +73.4% | -102.8% | -67.5% |
| All | -12.1% | +76.5% | -88.6% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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