+29.4%
IWM vs GFS
-11.4%
+40.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.3% |
| 7D | +1.4% | +7.4% | -6.0% | -0.4% |
| 30D | +2.3% | -15.3% | +17.5% | +5.9% |
| 3M | -8.3% | -21.1% | +12.8% | -3.8% |
| 6M | -1.3% | -44.5% | +43.2% | +10.9% |
| YTD | +13.5% | +19.2% | -5.7% | +2.3% |
| 1Y | +18.4% | +27.2% | -8.8% | +4.6% |
| 3Y | +69.6% | -20.1% | +89.7% | +63.3% |
| 5Y | +23.3% | -25.6% | +48.9% | +14.9% |
| All | +29.4% | -11.4% | +40.9% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling