+64.6%
IWF vs GGLL
+154.9%
-90.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | -5.0% | +3.1% | -8.1% | -5.5% |
| 30D | -13.2% | -36.3% | +23.1% | -6.0% |
| 3M | -9.4% | -40.4% | +30.9% | -1.0% |
| 6M | -8.6% | -54.6% | +46.0% | +4.5% |
| YTD | -5.3% | -31.1% | +25.8% | -2.5% |
| 1Y | -5.0% | -19.2% | +14.2% | -6.3% |
| 3Y | +64.6% | +151.5% | -86.9% | +18.0% |
| All | +64.6% | +154.9% | -90.3% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling