+66.4%
IWM vs GAP
+118.2%
-51.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +0.1% | -4.5% | +4.6% | +0.8% |
| 30D | -1.3% | +9.0% | -10.3% | -3.0% |
| 3M | +1.6% | +5.0% | -3.4% | +0.3% |
| 6M | +13.6% | -17.8% | +31.4% | +16.3% |
| YTD | +20.8% | -10.4% | +31.1% | +21.6% |
| 1Y | +26.4% | -3.4% | +29.8% | +25.1% |
| All | +66.4% | +118.2% | -51.8% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling