-4.6%
GS vs IWF
-8.2%
+3.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.4% | 0.0% | +0.3% |
| 7D | -6.3% | -8.9% | +2.5% | +3.3% |
| 30D | -3.1% | -14.6% | +11.4% | +14.5% |
| 3M | -17.7% | -10.8% | -6.8% | -7.3% |
| 6M | -4.6% | -8.2% | +3.6% | +3.0% |
| All | -4.6% | -8.2% | +3.7% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling