+42.5%
GS vs ITW
+3.8%
+38.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +3.4% | -0.4% | +3.8% | +3.5% |
| 30D | +0.2% | -9.4% | +9.6% | +2.5% |
| 3M | -0.3% | +7.1% | -7.4% | -3.0% |
| 6M | +27.4% | -1.9% | +29.2% | +25.9% |
| YTD | +19.6% | +10.4% | +9.2% | +16.5% |
| 1Y | +42.5% | +3.3% | +39.2% | +39.7% |
| All | +42.5% | +3.8% | +38.7% | +39.7% |
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