+66.0%
IWM vs GIS
-33.5%
+99.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | +1.4% | -8.3% | +9.7% | +1.4% |
| 30D | -2.3% | +2.2% | -4.5% | -2.3% |
| 3M | +4.0% | +15.7% | -11.7% | +3.8% |
| 6M | +17.9% | -12.0% | +29.9% | +18.3% |
| YTD | +20.2% | -15.0% | +35.2% | +20.7% |
| 1Y | +25.0% | -20.1% | +45.1% | +25.8% |
| 3Y | +66.0% | -34.6% | +100.6% | +67.3% |
| All | +66.0% | -33.5% | +99.5% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 3y: compounded portfolio wealth divided by compounded GIS 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…
3y analysis · Full analysis span regression · 6 months rolling