+3.1%
GLDM vs IWF
-1.6%
+4.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.5% |
| 7D | -0.3% | -4.2% | +3.9% | +2.1% |
| 30D | -1.9% | -8.1% | +6.3% | +2.7% |
| 3M | -0.4% | -5.1% | +4.7% | +2.4% |
| 6M | -10.1% | -1.4% | -8.6% | -9.0% |
| YTD | -5.8% | -0.1% | -5.8% | -6.7% |
| 1Y | +3.1% | -1.3% | +4.4% | +2.9% |
| All | +3.1% | -1.6% | +4.7% | +2.9% |
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