+170.5%
GM vs ITW
+20.2%
+150.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.4% |
| 7D | -2.4% | -0.7% | -1.7% | -1.9% |
| 30D | -1.1% | -8.3% | +7.2% | +5.4% |
| 3M | +6.1% | +6.0% | +0.1% | +1.2% |
| 6M | +15.0% | 0.0% | +15.0% | +14.5% |
| YTD | +6.0% | +10.2% | -4.2% | -2.4% |
| 1Y | +47.1% | +3.2% | +43.9% | +42.2% |
| 3Y | +170.5% | +21.0% | +149.5% | +121.5% |
| All | +170.5% | +20.2% | +150.3% | +121.5% |
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 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