+169.2%
IWM vs GS
+657.0%
-487.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.1% | +0.9% | -0.9% | -0.5% |
| 30D | -1.3% | -1.6% | +0.3% | -0.5% |
| 3M | +1.6% | -4.5% | +6.1% | +3.2% |
| 6M | +13.6% | +20.9% | -7.3% | +0.3% |
| YTD | +20.8% | +19.9% | +0.9% | +6.6% |
| 1Y | +26.4% | +41.4% | -15.0% | +1.0% |
| 3Y | +60.7% | +239.2% | -178.5% | -24.4% |
| 5Y | +38.2% | +185.0% | -146.9% | -29.4% |
| All | +169.2% | +657.0% | -487.8% | -25.0% |
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