+76.3%
IWF vs GPN
-27.6%
+103.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -0.9% | -4.6% | +3.7% | +0.1% |
| 30D | -1.7% | -0.3% | -1.5% | -1.8% |
| 3M | +0.7% | +35.4% | -34.8% | -6.6% |
| 6M | +8.6% | +21.7% | -13.1% | +2.9% |
| YTD | +3.5% | +14.9% | -11.4% | -0.9% |
| 1Y | +7.0% | +3.2% | +3.8% | +5.0% |
| 3Y | +76.3% | -27.1% | +103.5% | +89.0% |
| All | +76.3% | -27.6% | +103.9% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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