+32,991.5%
GILD vs ITW
+6,285.2%
+26,706.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.2% |
| 7D | -4.8% | -0.7% | -4.1% | -4.6% |
| 30D | +5.8% | -8.3% | +14.1% | +9.4% |
| 3M | +14.9% | +6.0% | +8.9% | +12.0% |
| 6M | -0.4% | 0.0% | -0.3% | -0.7% |
| YTD | +18.5% | +10.2% | +8.3% | +13.4% |
| 1Y | +25.1% | +3.2% | +21.9% | +22.7% |
| 3Y | +105.9% | +21.0% | +84.9% | +87.9% |
| 5Y | +143.0% | +37.9% | +105.1% | +107.1% |
| 10Y | +162.4% | +193.2% | -30.8% | +56.6% |
| All | +32,991.5% | +6,285.2% | +26,706.3% | +6,141.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling