+99.2%
IWM vs GH
+481.7%
-382.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | +0.1% | -0.1% | +0.1% | +0.1% |
| 30D | -1.3% | -1.1% | -0.2% | -1.2% |
| 3M | +1.6% | +21.3% | -19.7% | -2.1% |
| 6M | +13.6% | +73.5% | -60.0% | +2.6% |
| YTD | +20.8% | +58.0% | -37.3% | +10.4% |
| 1Y | +26.4% | +163.1% | -136.6% | +5.2% |
| 3Y | +60.7% | +361.0% | -300.4% | +15.2% |
| 5Y | +38.2% | +22.5% | +15.6% | +13.5% |
| All | +99.2% | +481.7% | -382.4% | +28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling