+151.9%
IWM vs GS
+474.9%
-323.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | -0.1% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +1.9% | +3.7% | -1.8% | -0.3% |
| 3M | -5.7% | -10.0% | +4.3% | -0.4% |
| 6M | -0.3% | -1.0% | +0.7% | -1.5% |
| YTD | +15.8% | +7.0% | +8.8% | +8.6% |
| 1Y | +17.1% | +16.6% | +0.5% | +4.2% |
| 3Y | +73.1% | +204.4% | -131.3% | -13.7% |
| 5Y | +25.9% | +160.0% | -134.2% | -32.4% |
| 10Y | +151.9% | +458.9% | -307.0% | -14.0% |
| All | +151.9% | +474.9% | -323.0% | -14.0% |
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