+20.7%
IWM vs GH
+35.9%
-15.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.3% |
| 7D | -2.0% | -15.6% | +13.6% | +0.7% |
| 30D | -1.5% | -10.4% | +8.9% | +0.2% |
| 3M | -8.0% | -4.3% | -3.7% | -7.8% |
| 6M | -4.1% | +63.5% | -67.6% | -12.8% |
| YTD | +11.9% | +47.7% | -35.8% | +2.9% |
| 1Y | +15.0% | +56.7% | -41.7% | +4.6% |
| 3Y | +64.2% | +443.9% | -379.7% | +12.5% |
| All | +20.7% | +35.9% | -15.2% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling