+10.1%
IWF vs GSK
+31.2%
-21.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | +0.5% | -1.8% | +2.4% | +0.5% |
| 30D | -0.4% | -2.2% | +1.8% | -0.4% |
| 3M | -2.6% | -1.8% | -0.8% | -2.7% |
| 6M | +9.1% | -10.6% | +19.8% | +9.4% |
| YTD | +4.5% | +4.4% | +0.1% | +4.4% |
| 1Y | +10.1% | +30.4% | -20.3% | +8.8% |
| All | +10.1% | +31.2% | -21.2% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling