+40.0%
IWM vs GH
+22.3%
+17.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +1.4% | -2.1% | +3.5% | +1.8% |
| 30D | -2.3% | -4.5% | +2.2% | -1.7% |
| 3M | +4.0% | +28.9% | -24.9% | -0.9% |
| 6M | +17.9% | +76.5% | -58.6% | +6.1% |
| YTD | +20.2% | +57.6% | -37.4% | +9.9% |
| 1Y | +25.0% | +167.5% | -142.6% | +3.4% |
| 3Y | +66.0% | +377.4% | -311.4% | +17.5% |
| 5Y | +40.0% | +23.8% | +16.2% | +7.6% |
| All | +40.0% | +22.3% | +17.8% | +7.6% |
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