+37.1%
IWM vs GFS
-3.9%
+41.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +1.4% | +2.6% | -1.2% | +0.8% |
| 30D | -2.3% | -16.4% | +14.1% | +1.9% |
| 3M | +4.0% | -41.6% | +45.6% | +17.4% |
| 6M | +17.9% | -3.7% | +21.6% | +15.1% |
| YTD | +20.2% | +29.3% | -9.1% | +7.1% |
| 1Y | +25.0% | +37.1% | -12.2% | +9.1% |
| 3Y | +66.0% | -22.1% | +88.1% | +62.2% |
| All | +37.1% | -3.9% | +41.0% | +22.9% |
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