+240.0%
GM vs ITW
+711.5%
-471.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.4% | +2.4% |
| 7D | -1.1% | -2.4% | +1.3% | +1.0% |
| 30D | -3.4% | -9.5% | +6.1% | +4.9% |
| 3M | +8.7% | +6.6% | +2.0% | +2.7% |
| 6M | +15.4% | -1.8% | +17.2% | +16.7% |
| YTD | +6.6% | +9.0% | -2.4% | -1.6% |
| 1Y | +51.5% | +3.6% | +47.9% | +45.6% |
| 3Y | +169.3% | +19.4% | +149.9% | +127.7% |
| 5Y | +81.6% | +36.4% | +45.2% | +37.6% |
| 10Y | +240.7% | +190.0% | +50.7% | +38.2% |
| All | +240.0% | +711.5% | -471.5% | -42.4% |
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