+185.8%
GS vs IWF
+65.2%
+120.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -1.5% |
| 7D | -3.2% | -5.0% | +1.8% | +1.5% |
| 30D | -2.4% | -13.2% | +10.8% | +11.4% |
| 3M | -15.7% | -9.4% | -6.3% | -7.6% |
| 6M | -6.8% | -8.6% | +1.8% | +1.5% |
| YTD | -0.1% | -5.3% | +5.2% | +5.4% |
| 1Y | +12.1% | -5.0% | +17.1% | +17.9% |
| 3Y | +185.8% | +64.6% | +121.1% | +101.9% |
| All | +185.8% | +65.2% | +120.6% | +101.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling