+61.7%
IWM vs GPN
-27.4%
+89.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.5% |
| 7D | -2.5% | -3.5% | +1.0% | -1.6% |
| 30D | -4.4% | +3.1% | -7.5% | -5.4% |
| 3M | +2.2% | +42.3% | -40.0% | -8.8% |
| 6M | +14.0% | +20.9% | -6.8% | +6.4% |
| YTD | +17.4% | +15.2% | +2.1% | +10.6% |
| 1Y | +22.9% | +5.4% | +17.5% | +19.3% |
| All | +61.7% | -27.4% | +89.1% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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