+32.8%
IWD vs GFI
+6.9%
+25.9%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.3% | -3.7% | +2.1% |
| 7D | +2.5% | +1.4% | +1.1% | +2.4% |
| 30D | +6.0% | +3.0% | +3.0% | +5.6% |
| 3M | +3.8% | +10.2% | -6.4% | +2.4% |
| 6M | +16.3% | -10.1% | +26.4% | +16.5% |
| YTD | +27.5% | -11.4% | +38.9% | +26.3% |
| 1Y | +32.8% | +8.4% | +24.4% | +28.0% |
| All | +32.8% | +6.9% | +25.9% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling