+715.1%
IWD vs GFI
+2,596.6%
-1,881.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.6% |
| 7D | -1.2% | +4.7% | -5.9% | -1.4% |
| 30D | -1.6% | +14.4% | -16.1% | -2.5% |
| 3M | +7.0% | +32.5% | -25.5% | +5.1% |
| 6M | +17.0% | -7.2% | +24.1% | +16.9% |
| YTD | +21.6% | +10.9% | +10.8% | +20.1% |
| 1Y | +28.0% | +35.5% | -7.5% | +24.5% |
| 3Y | +70.6% | +312.1% | -241.6% | +53.8% |
| 5Y | +73.3% | +524.6% | -451.2% | +50.3% |
| 10Y | +200.5% | +1,092.7% | -892.2% | +140.3% |
| All | +715.1% | +2,596.6% | -1,881.6% | +547.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling