-12.3%
GFS vs IWF
+60.7%
-73.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +0.9% |
| 7D | -3.1% | -1.0% | -2.1% | -1.4% |
| 30D | -16.0% | -10.1% | -5.9% | -2.5% |
| 3M | -24.7% | -7.6% | -17.1% | -15.5% |
| 6M | -45.1% | -6.7% | -38.4% | -38.5% |
| YTD | +16.5% | -2.5% | +19.0% | +23.1% |
| 1Y | +19.3% | -2.1% | +21.4% | +25.4% |
| 3Y | -20.0% | +68.6% | -88.6% | -59.5% |
| 5Y | -32.0% | +55.8% | -87.8% | -58.6% |
| All | -12.3% | +60.7% | -73.1% | -48.9% |
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