+763.2%
IWM vs GIS
+309.2%
+454.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +0.3% | +1.5% | -1.2% | -0.3% |
| 30D | +0.6% | +9.2% | -8.6% | -2.4% |
| 3M | -6.2% | -5.4% | -0.8% | -5.3% |
| 6M | -0.8% | +3.4% | -4.2% | -3.1% |
| YTD | +14.8% | -20.5% | +35.2% | +21.1% |
| 1Y | +16.1% | -20.0% | +36.1% | +22.2% |
| 3Y | +71.5% | -38.6% | +110.1% | +93.3% |
| 5Y | +25.8% | -33.1% | +58.8% | +34.3% |
| 10Y | +155.4% | -16.4% | +171.8% | +138.0% |
| All | +763.2% | +309.2% | +454.0% | +373.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling