+159.0%
IWM vs GD
+192.5%
-33.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -3.3% |
| 7D | -4.6% | -3.9% | -0.7% | -2.4% |
| 30D | -3.7% | +8.1% | -11.8% | -8.0% |
| 3M | -9.4% | -6.8% | -2.6% | -6.0% |
| 6M | -3.6% | +3.0% | -6.6% | -6.2% |
| YTD | +10.8% | +7.8% | +3.1% | +4.2% |
| 1Y | +11.9% | +5.8% | +6.1% | +6.3% |
| 3Y | +60.6% | +55.3% | +5.2% | +18.8% |
| 5Y | +19.2% | +96.7% | -77.5% | -25.5% |
| All | +159.0% | +192.5% | -33.4% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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