-16.4%
GFS vs IWD
+73.0%
-89.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.8% |
| 7D | -7.8% | -0.5% | -7.4% | -7.2% |
| 30D | -19.7% | +2.7% | -22.3% | -23.4% |
| 3M | -23.1% | +0.9% | -24.0% | -24.5% |
| 6M | -46.4% | +10.5% | -56.9% | -55.1% |
| YTD | +11.0% | +23.7% | -12.7% | -23.0% |
| 1Y | +12.6% | +28.7% | -16.1% | -27.1% |
| 3Y | -24.9% | +79.7% | -104.7% | -71.4% |
| 5Y | -39.1% | +69.7% | -108.8% | -70.9% |
| All | -16.4% | +73.0% | -89.5% | -61.1% |
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