+95.2%
IWF vs GGLL
+188.6%
-93.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | -5.0% | +3.1% | -8.1% | -5.6% |
| 30D | -13.2% | -36.3% | +23.1% | -5.1% |
| 3M | -9.4% | -40.4% | +30.9% | +0.1% |
| 6M | -8.6% | -54.6% | +46.0% | +6.1% |
| YTD | -5.3% | -31.1% | +25.8% | -2.1% |
| 1Y | -5.0% | -19.2% | +14.2% | -6.3% |
| 3Y | +64.6% | +151.5% | -86.9% | +10.2% |
| All | +95.2% | +188.6% | -93.4% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling