+171.7%
IWM vs GAP
+28.3%
+143.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.3% |
| 7D | -1.1% | -3.2% | +2.0% | -0.4% |
| 30D | -3.1% | -0.7% | -2.4% | -3.3% |
| 3M | +2.2% | -0.5% | +2.7% | +1.7% |
| 6M | +15.1% | -5.0% | +20.1% | +14.9% |
| YTD | +18.6% | -14.7% | +33.2% | +20.7% |
| 1Y | +24.0% | -8.6% | +32.6% | +23.7% |
| 3Y | +63.7% | +108.4% | -44.6% | +24.2% |
| 5Y | +38.2% | +5.8% | +32.4% | +16.5% |
| 10Y | +171.7% | +29.6% | +142.1% | +86.9% |
| All | +171.7% | +28.3% | +143.4% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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