+632.4%
GEV vs ITW
+6.6%
+625.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.1% |
| 7D | +1.6% | -0.7% | +2.4% | +2.0% |
| 30D | -7.9% | -8.3% | +0.4% | -4.0% |
| 3M | +5.6% | +6.0% | -0.4% | +1.4% |
| 6M | +13.1% | 0.0% | +13.1% | +11.7% |
| YTD | +46.7% | +10.2% | +36.5% | +37.5% |
| 1Y | +51.3% | +3.2% | +48.1% | +46.8% |
| All | +632.4% | +6.6% | +625.9% | +550.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 3y: compounded portfolio wealth divided by compounded ITW 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…
3y analysis · Full analysis span regression · 6 months rolling