-25.2%
GIS vs IWF
+71.2%
-96.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -3.1% |
| 7D | -8.4% | -1.7% | -6.7% | -8.5% |
| 30D | -5.2% | -1.8% | -3.3% | -5.3% |
| 3M | +8.2% | +1.5% | +6.7% | +8.3% |
| 6M | -12.0% | +7.7% | -19.7% | -11.8% |
| YTD | -18.9% | +2.7% | -21.6% | -18.7% |
| 1Y | -23.6% | +6.8% | -30.4% | -23.5% |
| 3Y | -37.6% | +76.9% | -114.5% | -39.2% |
| 5Y | -25.2% | +73.4% | -98.6% | -29.5% |
| All | -25.2% | +71.2% | -96.4% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling