+763.2%
IWM vs GAP
+18.5%
+744.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +0.3% | -0.1% | +0.4% | +0.2% |
| 30D | +0.6% | -5.4% | +6.0% | +1.9% |
| 3M | -6.2% | +2.9% | -9.1% | -7.6% |
| 6M | -0.8% | -4.4% | +3.6% | -1.3% |
| YTD | +14.8% | -11.6% | +26.3% | +15.6% |
| 1Y | +16.1% | -6.0% | +22.2% | +14.9% |
| 3Y | +71.5% | +78.0% | -6.5% | +31.8% |
| 5Y | +25.8% | +8.5% | +17.3% | +3.2% |
| 10Y | +155.4% | +8.6% | +146.8% | +77.3% |
| All | +763.2% | +18.5% | +744.7% | +330.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling