+35.2%
IWM vs GFS
-2.1%
+37.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.8% |
| 7D | -1.1% | +4.5% | -5.6% | -2.2% |
| 30D | -3.1% | -8.2% | +5.1% | -1.2% |
| 3M | +2.2% | -38.9% | +41.1% | +14.1% |
| 6M | +15.1% | -2.9% | +18.0% | +12.0% |
| YTD | +18.6% | +31.8% | -13.2% | +5.1% |
| 1Y | +24.0% | +43.1% | -19.1% | +7.0% |
| 3Y | +63.7% | -20.6% | +84.4% | +59.2% |
| All | +35.2% | -2.1% | +37.3% | +20.6% |
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