+741.9%
IWM vs GPC
+1,061.7%
-319.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.8% |
| 7D | -2.0% | +1.6% | -3.6% | -2.9% |
| 30D | -1.5% | -2.1% | +0.6% | -0.7% |
| 3M | -8.0% | -6.8% | -1.2% | -4.8% |
| 6M | -4.1% | +18.6% | -22.7% | -15.4% |
| YTD | +11.9% | +2.7% | +9.3% | +5.4% |
| 1Y | +15.0% | +1.8% | +13.2% | +8.7% |
| 3Y | +64.2% | +1.1% | +63.1% | +48.2% |
| 5Y | +20.4% | +4.1% | +16.3% | +4.4% |
| 10Y | +168.0% | +88.2% | +79.7% | +44.7% |
| All | +741.9% | +1,061.7% | -319.8% | +50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling