-8.1%
GLD vs IWF
-3.5%
-4.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | -5.5% | +5.3% | -10.8% | -7.7% |
| 30D | -7.0% | -8.6% | +1.6% | -2.7% |
| 3M | -12.4% | -6.5% | -5.8% | -9.4% |
| 6M | -18.0% | -5.6% | -12.4% | -15.5% |
| YTD | -10.5% | -1.5% | -8.9% | -11.3% |
| 1Y | -8.1% | -2.8% | -5.2% | -8.4% |
| All | -8.1% | -3.5% | -4.6% | -8.4% |
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 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