+16.9%
IWM vs GPC
+2.8%
+14.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +2.9% |
| 7D | +1.2% | +0.8% | +0.4% | +1.1% |
| 30D | +1.3% | -1.1% | +2.4% | +1.3% |
| 3M | -6.1% | -6.6% | +0.6% | -5.3% |
| 6M | -0.1% | +22.2% | -22.3% | -4.4% |
| YTD | +15.5% | +5.1% | +10.5% | +7.1% |
| All | +16.9% | +2.8% | +14.1% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling