+2,066.8%
GS vs IWF
+727.1%
+1,339.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.9% | +0.5% | +0.4% | +0.4% |
| 30D | -1.6% | -0.4% | -1.2% | -1.1% |
| 3M | -4.5% | -2.6% | -1.9% | -1.6% |
| 6M | +20.9% | +9.1% | +11.7% | +9.8% |
| YTD | +19.9% | +4.5% | +15.4% | +14.4% |
| 1Y | +41.4% | +10.1% | +31.3% | +27.1% |
| 3Y | +239.2% | +77.6% | +161.5% | +75.6% |
| 5Y | +185.0% | +73.7% | +111.3% | +44.5% |
| 10Y | +655.0% | +411.5% | +243.4% | -2.0% |
| All | +2,066.8% | +727.1% | +1,339.7% | +39.2% |
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