-19.4%
GFS vs IWD
+70.7%
-90.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.8% |
| 7D | +1.0% | -0.3% | +1.3% | +1.5% |
| 30D | -8.6% | +0.6% | -9.2% | -9.7% |
| 3M | -46.5% | +7.2% | -53.8% | -53.3% |
| 6M | -4.8% | +16.2% | -21.0% | -27.9% |
| YTD | +29.7% | +23.3% | +6.3% | -11.9% |
| 1Y | +35.8% | +29.6% | +6.3% | -15.4% |
| All | -19.4% | +70.7% | -90.0% | -67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling