-37.6%
GIS vs ITW
+20.2%
-57.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -6.4% | -0.7% | -5.6% | -6.1% |
| 30D | -6.1% | -8.3% | +2.2% | -3.4% |
| 3M | +7.8% | +6.0% | +1.8% | +5.7% |
| 6M | -8.8% | 0.0% | -8.8% | -8.9% |
| YTD | -19.1% | +10.2% | -29.3% | -21.9% |
| 1Y | -24.8% | +3.2% | -28.0% | -25.8% |
| 3Y | -37.6% | +21.0% | -58.5% | -41.7% |
| All | -37.6% | +20.2% | -57.8% | -41.7% |
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