+25.8%
IWM vs GFS
-30.9%
+56.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +0.3% | -5.3% | +5.6% | +1.4% |
| 30D | +0.6% | -15.8% | +16.4% | +4.4% |
| 3M | -6.2% | -18.6% | +12.4% | -2.3% |
| 6M | -0.8% | -45.0% | +44.2% | +11.9% |
| YTD | +14.8% | +16.8% | -2.0% | +3.8% |
| 1Y | +16.1% | +17.8% | -1.6% | +4.6% |
| 3Y | +71.5% | -21.5% | +93.1% | +65.7% |
| 5Y | +25.8% | -29.3% | +55.1% | +19.0% |
| All | +25.8% | -30.9% | +56.6% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling