+409.4%
IWF vs GSK
+80.0%
+329.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -1.7% | -5.4% | +3.7% | -0.1% |
| 30D | -1.8% | -4.6% | +2.8% | -0.6% |
| 3M | +1.5% | -5.1% | +6.6% | +2.6% |
| 6M | +7.7% | -11.4% | +19.1% | +10.9% |
| YTD | +2.7% | +0.7% | +2.0% | +1.2% |
| 1Y | +6.8% | +23.0% | -16.3% | -1.9% |
| 3Y | +76.9% | +48.0% | +28.9% | +47.2% |
| 5Y | +73.4% | +48.2% | +25.2% | +40.7% |
| All | +409.4% | +80.0% | +329.4% | +279.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling