+755.2%
GLD vs IWF
+1,114.5%
-359.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.7% |
| 7D | +4.9% | -1.0% | +6.0% | +5.0% |
| 30D | -1.3% | -10.1% | +8.8% | -0.6% |
| 3M | -4.8% | -7.6% | +2.9% | -4.2% |
| 6M | -12.5% | -6.7% | -5.8% | -12.1% |
| YTD | -4.2% | -2.5% | -1.7% | -4.1% |
| 1Y | +3.0% | -2.1% | +5.1% | +3.2% |
| 3Y | +109.1% | +68.6% | +40.5% | +103.0% |
| 5Y | +121.6% | +55.8% | +65.8% | +115.0% |
| 10Y | +212.2% | +383.3% | -171.0% | +187.0% |
| All | +755.2% | +1,114.5% | -359.3% | +617.1% |
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