-7.3%
GFS vs IWF
+63.0%
-70.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.2% | +2.4% |
| 7D | +6.2% | -1.1% | +7.3% | +8.2% |
| 30D | -11.4% | -8.3% | -3.1% | +0.2% |
| 3M | -15.5% | -5.6% | -9.9% | -7.9% |
| 6M | -42.6% | -5.4% | -37.2% | -36.9% |
| YTD | +23.2% | -1.2% | +24.4% | +27.9% |
| 1Y | +23.6% | -2.6% | +26.2% | +31.0% |
| 3Y | -17.2% | +67.8% | -85.0% | -57.8% |
| 5Y | -23.4% | +60.1% | -83.5% | -55.3% |
| All | -7.3% | +63.0% | -70.2% | -46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling