+91.0%
IWM vs GH
+457.8%
-366.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -0.3% | -8.2% | +7.9% | +1.0% |
| 30D | +1.9% | -4.9% | +6.8% | +2.6% |
| 3M | -5.7% | -6.2% | +0.5% | -5.1% |
| 6M | -0.3% | +60.0% | -60.3% | -8.7% |
| YTD | +15.8% | +51.5% | -35.8% | +6.3% |
| 1Y | +17.1% | +58.4% | -41.3% | +6.6% |
| 3Y | +73.1% | +617.2% | -544.2% | +15.2% |
| 5Y | +25.9% | +47.0% | -21.2% | +0.6% |
| All | +91.0% | +457.8% | -366.8% | +24.0% |
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 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