+100.9%
IWF vs GGLL
+195.8%
-94.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.4% |
| 7D | -1.0% | +6.3% | -7.4% | -2.4% |
| 30D | -10.1% | -35.1% | +25.0% | -2.1% |
| 3M | -7.6% | -37.7% | +30.1% | +1.1% |
| 6M | -6.7% | -54.1% | +47.4% | +8.0% |
| YTD | -2.5% | -29.4% | +26.9% | +0.2% |
| 1Y | -2.1% | -13.4% | +11.3% | -5.0% |
| 3Y | +68.6% | +158.3% | -89.7% | +12.2% |
| All | +100.9% | +195.8% | -94.9% | +24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling