-20.1%
GFS vs IWF
+65.9%
-86.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -1.2% |
| 7D | +7.4% | +2.8% | +4.6% | +3.5% |
| 30D | -15.3% | -7.5% | -7.7% | -5.0% |
| 3M | -21.1% | -8.5% | -12.6% | -10.3% |
| 6M | -44.5% | -7.4% | -37.1% | -37.2% |
| YTD | +19.2% | -2.6% | +21.9% | +26.4% |
| 1Y | +27.2% | -1.8% | +29.1% | +33.5% |
| 3Y | -20.1% | +65.5% | -85.6% | -65.7% |
| All | -20.1% | +65.9% | -86.0% | -65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling