-26.3%
GFS vs IWD
+0.6%
-26.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.6% | -7.3% | -7.5% |
| 7D | -20.7% | -0.9% | -19.8% | -18.0% |
| 30D | -25.2% | +2.6% | -27.9% | -25.2% |
| 3M | -26.3% | +1.2% | -27.5% | -26.5% |
| All | -26.3% | +0.6% | -26.9% | -26.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling