-50.7%
GFS vs IWD
+12.7%
-63.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.6% | -7.3% | -5.5% |
| 7D | -20.7% | -0.9% | -19.8% | -18.8% |
| 30D | -25.2% | +2.6% | -27.9% | -28.4% |
| 3M | -26.3% | +1.2% | -27.5% | -27.9% |
| 6M | -50.7% | +12.1% | -62.8% | -65.6% |
| All | -50.7% | +12.7% | -63.4% | -65.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling