+19.2%
IWM vs GS
+138.4%
-119.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.4% | +1.8% | -1.1% |
| 7D | -4.6% | -6.3% | +1.7% | -1.1% |
| 30D | -3.7% | -3.1% | -0.5% | -2.1% |
| 3M | -9.4% | -17.7% | +8.3% | +0.5% |
| 6M | -3.6% | -4.6% | +0.9% | -3.2% |
| YTD | +10.8% | +0.3% | +10.5% | +7.2% |
| 1Y | +11.9% | +11.7% | +0.2% | +1.1% |
| 3Y | +60.6% | +183.6% | -123.0% | -21.5% |
| 5Y | +19.2% | +141.0% | -121.7% | -38.8% |
| All | +19.2% | +138.4% | -119.2% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling