-2.4%
GFS vs IWD
+72.5%
-74.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.7% |
| 7D | +1.0% | -0.3% | +1.3% | +1.5% |
| 30D | -8.6% | +0.6% | -9.2% | -9.6% |
| 3M | -46.5% | +7.2% | -53.8% | -52.8% |
| 6M | -4.8% | +16.2% | -21.0% | -26.4% |
| YTD | +29.7% | +23.3% | +6.3% | -9.5% |
| 1Y | +35.8% | +29.6% | +6.3% | -12.5% |
| 3Y | -18.3% | +70.5% | -88.8% | -65.9% |
| All | -2.4% | +72.5% | -74.9% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling