+17.7%
GFS vs IWF
-1.6%
+19.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.4% | -6.3% | -6.6% |
| 7D | -12.5% | -4.2% | -8.4% | -6.4% |
| 30D | -16.9% | -8.1% | -8.8% | -5.4% |
| 3M | -22.3% | -5.1% | -17.2% | -15.6% |
| 6M | -40.2% | -1.4% | -38.8% | -37.3% |
| YTD | +16.0% | -0.1% | +16.1% | +17.2% |
| 1Y | +17.7% | -1.3% | +18.9% | +21.3% |
| All | +17.7% | -1.6% | +19.3% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling