+114.7%
IWF vs GGLL
+328.4%
-213.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.5% | +1.9% | -0.4% | +1.1% |
| 30D | -1.3% | -9.7% | +8.5% | +0.9% |
| 3M | +0.1% | -18.0% | +18.1% | +3.3% |
| 6M | +10.3% | +15.3% | -5.0% | +3.1% |
| YTD | +4.2% | +2.2% | +1.9% | -0.1% |
| 1Y | +9.3% | +73.1% | -63.8% | -9.5% |
| 3Y | +79.3% | +242.7% | -163.3% | +13.8% |
| All | +114.7% | +328.4% | -213.6% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GGLL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling