+13,503.3%
GOOGL vs ITW
+884.9%
+12,618.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +1.1% | -0.4% | +1.5% | +1.3% |
| 30D | -4.4% | -9.4% | +5.0% | +0.7% |
| 3M | -6.8% | +7.1% | -13.9% | -10.5% |
| 6M | +13.6% | -1.9% | +15.4% | +13.8% |
| YTD | +8.3% | +10.4% | -2.1% | +1.4% |
| 1Y | +44.9% | +3.3% | +41.6% | +40.0% |
| 3Y | +150.5% | +21.0% | +129.5% | +118.5% |
| 5Y | +137.7% | +36.3% | +101.4% | +93.0% |
| 10Y | +750.9% | +185.8% | +565.1% | +339.4% |
| All | +13,503.3% | +884.9% | +12,618.3% | +3,254.2% |
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