+77.4%
IWF vs GSK
+48.4%
+29.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.2% |
| 7D | +1.5% | -4.2% | +5.7% | +1.7% |
| 30D | -1.3% | -7.5% | +6.2% | -0.9% |
| 3M | +0.1% | -3.3% | +3.4% | +0.2% |
| 6M | +10.3% | -9.3% | +19.6% | +10.7% |
| YTD | +4.2% | +1.6% | +2.6% | +3.9% |
| 1Y | +9.3% | +25.5% | -16.2% | +7.4% |
| All | +77.4% | +48.4% | +29.0% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling