+27.4%
IWD vs GFI
+26.4%
+1.0%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | -0.8% | -4.9% | +4.1% | -0.5% |
| 30D | -0.8% | +10.7% | -11.6% | -1.6% |
| 3M | +6.9% | +25.6% | -18.7% | +4.9% |
| 6M | +18.3% | -8.3% | +26.5% | +17.9% |
| YTD | +22.4% | +6.3% | +16.0% | +21.0% |
| 1Y | +27.4% | +22.1% | +5.3% | +24.6% |
| All | +27.4% | +26.4% | +1.0% | +24.6% |
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