+1,706.3%
GS vs IWF
+649.6%
+1,056.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -1.8% |
| 7D | -3.2% | -5.0% | +1.8% | +2.4% |
| 30D | -2.4% | -13.2% | +10.8% | +14.0% |
| 3M | -15.7% | -9.4% | -6.3% | -6.1% |
| 6M | -6.8% | -8.6% | +1.8% | +2.9% |
| YTD | -0.1% | -5.3% | +5.2% | +6.2% |
| 1Y | +12.1% | -5.0% | +17.1% | +18.6% |
| 3Y | +185.8% | +64.6% | +121.1% | +60.9% |
| 5Y | +140.1% | +50.8% | +89.3% | +42.8% |
| 10Y | +505.2% | +385.7% | +119.5% | -17.5% |
| All | +1,706.3% | +649.6% | +1,056.7% | +29.1% |
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