-2.7%
GFS vs IWF
+71.8%
-74.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | +0.2% |
| 7D | +2.6% | +1.5% | +1.1% | +0.6% |
| 30D | -16.4% | -1.3% | -15.1% | -14.8% |
| 3M | -41.6% | +0.1% | -41.7% | -41.1% |
| 6M | -3.7% | +10.3% | -13.9% | -14.1% |
| YTD | +29.3% | +4.2% | +25.2% | +24.2% |
| 1Y | +37.1% | +9.3% | +27.8% | +23.6% |
| 3Y | -22.1% | +79.3% | -101.5% | -63.9% |
| All | -2.7% | +71.8% | -74.4% | -48.5% |
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