+734.4%
IWM vs GPN
+2,611.5%
-1,877.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | 0.0% |
| 7D | +0.1% | +0.8% | -0.7% | -0.2% |
| 30D | -1.3% | +5.8% | -7.0% | -3.6% |
| 3M | +1.6% | +37.0% | -35.4% | -11.1% |
| 6M | +13.6% | +20.1% | -6.6% | +3.8% |
| YTD | +20.8% | +20.4% | +0.3% | +9.1% |
| 1Y | +26.4% | +7.4% | +19.0% | +19.0% |
| 3Y | +60.7% | -26.1% | +86.8% | +70.6% |
| 5Y | +38.2% | -38.5% | +76.7% | +52.4% |
| 10Y | +169.5% | +28.4% | +141.1% | +116.9% |
| All | +734.4% | +2,611.5% | -1,877.1% | +178.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling