+75.7%
IWM vs GEHC
+10.0%
+65.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +0.1% | -4.0% | +4.1% | +1.3% |
| 30D | -1.3% | -2.0% | +0.7% | -0.7% |
| 3M | +1.6% | +8.0% | -6.4% | -1.4% |
| 6M | +13.6% | -12.8% | +26.3% | +17.5% |
| YTD | +20.8% | -15.9% | +36.7% | +26.0% |
| 1Y | +26.4% | -6.9% | +33.3% | +27.1% |
| 3Y | +60.7% | 0.0% | +60.7% | +55.2% |
| All | +75.7% | +10.0% | +65.7% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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