+808.3%
IWM vs GAP
+20.1%
+788.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +0.1% | -4.5% | +4.6% | +1.2% |
| 30D | -1.3% | +9.0% | -10.3% | -3.9% |
| 3M | +1.6% | +5.0% | -3.4% | -0.4% |
| 6M | +13.6% | -17.8% | +31.4% | +17.3% |
| YTD | +20.8% | -10.4% | +31.1% | +21.6% |
| 1Y | +26.4% | -3.4% | +29.8% | +24.2% |
| 3Y | +60.7% | +111.5% | -50.8% | +17.6% |
| 5Y | +38.2% | +8.8% | +29.4% | +13.3% |
| 10Y | +169.5% | +32.9% | +136.6% | +76.1% |
| All | +808.3% | +20.1% | +788.2% | +352.5% |
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