-42.6%
GFS vs IWD
+70.2%
-112.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.6% | -7.3% | -5.3% |
| 7D | -20.7% | -0.9% | -19.8% | -19.4% |
| 30D | -25.2% | +2.6% | -27.9% | -28.7% |
| 3M | -26.3% | +1.2% | -27.5% | -28.1% |
| 6M | -50.7% | +12.1% | -62.8% | -59.7% |
| YTD | +4.5% | +24.1% | -19.6% | -27.9% |
| 1Y | +2.5% | +28.5% | -26.1% | -33.4% |
| 3Y | -30.9% | +79.5% | -110.4% | -73.5% |
| 5Y | -42.6% | +70.3% | -112.9% | -74.9% |
| All | -42.6% | +70.2% | -112.9% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling