+29.8%
IWM vs GFS
-9.0%
+38.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +2.8% | +17.2% | -14.5% | -1.2% |
| 30D | +0.6% | -8.7% | +9.4% | +2.3% |
| 3M | -7.8% | -19.7% | +11.9% | -3.6% |
| 6M | -1.0% | -40.7% | +39.7% | +9.5% |
| YTD | +13.9% | +22.5% | -8.7% | +2.0% |
| 1Y | +15.4% | +25.2% | -9.8% | +2.6% |
| 3Y | +70.2% | -17.7% | +87.9% | +62.7% |
| 5Y | +23.7% | -23.5% | +47.2% | +14.5% |
| All | +29.8% | -9.0% | +38.8% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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