+230.7%
GM vs IWF
+965.0%
-734.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.9% |
| 7D | -1.1% | +0.5% | -1.6% | -1.6% |
| 30D | -4.6% | -1.4% | -3.2% | -3.4% |
| 3M | +0.2% | +0.4% | -0.2% | -0.7% |
| 6M | +12.6% | +8.5% | +4.2% | +3.7% |
| YTD | +3.7% | +3.7% | 0.0% | -0.4% |
| 1Y | +45.6% | +8.5% | +37.2% | +33.3% |
| 3Y | +162.0% | +78.5% | +83.4% | +40.8% |
| 5Y | +80.5% | +73.6% | +6.8% | -0.5% |
| 10Y | +231.3% | +421.3% | -189.9% | -48.5% |
| All | +230.7% | +965.0% | -734.3% | -77.4% |
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