+18.4%
IWM vs GH
+56.7%
-38.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | 0.0% |
| 7D | +1.4% | +0.6% | +0.9% | +1.3% |
| 30D | +2.3% | -6.9% | +9.2% | +3.3% |
| 3M | -8.3% | -4.9% | -3.4% | -7.9% |
| 6M | -1.3% | +54.1% | -55.4% | -9.4% |
| YTD | +13.5% | +48.5% | -35.0% | +4.0% |
| 1Y | +18.4% | +61.2% | -42.8% | +7.2% |
| All | +18.4% | +56.7% | -38.3% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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