+40.7%
IWM vs GAP
+9.7%
+31.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +0.1% | -4.5% | +4.6% | +1.0% |
| 30D | -1.3% | +9.0% | -10.3% | -3.3% |
| 3M | +1.6% | +5.0% | -3.4% | +0.1% |
| 6M | +13.6% | -17.8% | +31.4% | +16.7% |
| YTD | +20.8% | -10.4% | +31.1% | +21.6% |
| 1Y | +26.4% | -3.4% | +29.8% | +24.8% |
| 3Y | +60.7% | +111.5% | -50.8% | +24.3% |
| All | +40.7% | +9.7% | +31.0% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling