+642.6%
GS vs ITW
+185.4%
+457.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.2% |
| 7D | +3.4% | -0.4% | +3.8% | +3.7% |
| 30D | +0.2% | -9.4% | +9.6% | +7.6% |
| 3M | -0.3% | +7.1% | -7.4% | -6.1% |
| 6M | +27.4% | -1.9% | +29.2% | +27.8% |
| YTD | +19.6% | +10.4% | +9.2% | +9.2% |
| 1Y | +42.5% | +3.3% | +39.2% | +36.0% |
| 3Y | +240.4% | +21.0% | +219.4% | +187.4% |
| 5Y | +188.9% | +36.3% | +152.6% | +117.4% |
| 10Y | +642.6% | +185.8% | +456.8% | +219.1% |
| All | +642.6% | +185.4% | +457.1% | +219.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling