+727.5%
IWF vs GPC
+1,206.3%
-478.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | +0.5% | +1.2% | -0.7% | 0.0% |
| 30D | -0.4% | +6.0% | -6.4% | -3.1% |
| 3M | -2.6% | +42.6% | -45.2% | -18.5% |
| 6M | +9.1% | +22.8% | -13.6% | -2.5% |
| YTD | +4.5% | +15.5% | -11.0% | -5.2% |
| 1Y | +10.1% | +2.0% | +8.0% | +5.6% |
| 3Y | +77.6% | -1.4% | +79.1% | +64.8% |
| 5Y | +73.7% | +30.6% | +43.1% | +37.7% |
| 10Y | +411.5% | +80.6% | +330.9% | +214.0% |
| All | +727.5% | +1,206.3% | -478.7% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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