+32.1%
IWM vs GTLB
-50.5%
+82.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.5% | +2.9% |
| 7D | +0.3% | -10.9% | +11.2% | +1.9% |
| 30D | +0.6% | -15.3% | +15.9% | +2.8% |
| 3M | -6.2% | +14.6% | -20.8% | -8.4% |
| 6M | -0.8% | +79.6% | -80.4% | -9.9% |
| YTD | +14.8% | +24.3% | -9.6% | +9.0% |
| 1Y | +16.1% | +1.0% | +15.1% | +13.6% |
| 3Y | +71.5% | +4.6% | +66.9% | +60.8% |
| 5Y | +25.8% | -63.7% | +89.5% | +18.3% |
| All | +32.1% | -50.5% | +82.6% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 all: compounded portfolio wealth divided by compounded GTLB 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…
all analysis · Full analysis span regression · 6 months rolling