+161.6%
IWM vs GS
+494.8%
-333.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -2.0% | -3.2% | +1.2% | -0.3% |
| 30D | -1.5% | -2.4% | +1.0% | -0.2% |
| 3M | -8.0% | -15.7% | +7.7% | +0.8% |
| 6M | -4.1% | -6.8% | +2.7% | -2.0% |
| YTD | +11.9% | -0.1% | +12.0% | +9.1% |
| 1Y | +15.0% | +12.1% | +2.9% | +4.6% |
| 3Y | +64.2% | +185.8% | -121.6% | -15.2% |
| 5Y | +20.4% | +140.1% | -119.7% | -32.3% |
| All | +161.6% | +494.8% | -333.3% | -11.2% |
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