+155.4%
IWM vs GS
+475.4%
-320.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +0.3% | +1.6% | -1.3% | -0.6% |
| 30D | +0.6% | +1.7% | -1.1% | -0.5% |
| 3M | -6.2% | -11.6% | +5.4% | 0.0% |
| 6M | -0.8% | -1.9% | +1.1% | -1.5% |
| YTD | +14.8% | +5.1% | +9.7% | +8.7% |
| 1Y | +16.1% | +16.4% | -0.3% | +3.5% |
| 3Y | +71.5% | +199.0% | -127.4% | -13.7% |
| 5Y | +25.8% | +157.4% | -131.7% | -32.1% |
| 10Y | +155.4% | +457.2% | -301.8% | -11.6% |
| All | +155.4% | +475.4% | -320.0% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 10y: compounded portfolio wealth divided by compounded GS 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…
10y analysis · Full analysis span regression · 6 months rolling