+25.2%
GFS vs IWF
-3.5%
+28.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | 0.0% |
| 7D | +17.2% | +5.3% | +11.9% | +8.3% |
| 30D | -8.7% | -8.6% | -0.1% | +5.3% |
| 3M | -19.7% | -6.5% | -13.1% | -10.5% |
| 6M | -40.7% | -5.6% | -35.1% | -33.9% |
| YTD | +22.5% | -1.5% | +24.1% | +26.9% |
| 1Y | +25.2% | -2.8% | +28.1% | +32.9% |
| All | +25.2% | -3.5% | +28.7% | +32.9% |
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 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