-16.4%
GFS vs IWF
+56.2%
-72.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +5.0% | +4.5% |
| 7D | -7.8% | -5.0% | -2.8% | -0.9% |
| 30D | -19.7% | -13.2% | -6.4% | -2.3% |
| 3M | -23.1% | -9.4% | -13.7% | -11.3% |
| 6M | -46.4% | -8.6% | -37.8% | -38.3% |
| YTD | +11.0% | -5.3% | +16.3% | +22.0% |
| 1Y | +12.6% | -5.0% | +17.6% | +23.3% |
| 3Y | -24.9% | +64.6% | -89.6% | -60.7% |
| 5Y | -39.1% | +50.8% | -89.9% | -61.2% |
| All | -16.4% | +56.2% | -72.6% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling