+24.2%
IWM vs GFS
+42.6%
-18.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.7% |
| 7D | -1.1% | +4.5% | -5.6% | -1.9% |
| 30D | -3.1% | -8.2% | +5.1% | -1.8% |
| 3M | +2.2% | -38.9% | +41.1% | +10.3% |
| 6M | +15.1% | -2.9% | +18.0% | +11.8% |
| YTD | +18.6% | +31.8% | -13.2% | +5.9% |
| All | +24.2% | +42.6% | -18.4% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling