+671.1%
IWF vs GSK
+192.8%
+478.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | +2.8% | +1.1% | +1.7% | +2.4% |
| 30D | -7.5% | +6.3% | -13.9% | -9.9% |
| 3M | -8.5% | +1.8% | -10.3% | -9.6% |
| 6M | -7.4% | +1.7% | -9.1% | -9.0% |
| YTD | -2.6% | +6.5% | -9.2% | -6.7% |
| 1Y | -1.8% | +9.5% | -11.3% | -7.1% |
| 3Y | +65.5% | +65.3% | +0.2% | +27.7% |
| 5Y | +55.8% | +43.7% | +12.1% | +25.3% |
| 10Y | +384.9% | +104.1% | +280.7% | +227.6% |
| All | +671.1% | +192.8% | +478.3% | +297.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling