+41.4%
GS vs ITW
+5.8%
+35.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.2% |
| 7D | +0.9% | -3.6% | +4.5% | +1.8% |
| 30D | -1.6% | -9.1% | +7.6% | +0.6% |
| 3M | -4.5% | +8.2% | -12.7% | -7.3% |
| 6M | +20.9% | -4.8% | +25.6% | +19.9% |
| YTD | +19.9% | +11.0% | +8.9% | +16.6% |
| 1Y | +41.4% | +4.2% | +37.2% | +38.0% |
| All | +41.4% | +5.8% | +35.6% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling