+185.7%
GS vs ITW
+34.1%
+151.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.4% |
| 7D | +0.9% | -3.6% | +4.5% | +3.3% |
| 30D | -1.6% | -9.1% | +7.6% | +4.7% |
| 3M | -4.5% | +8.2% | -12.7% | -10.2% |
| 6M | +20.9% | -4.8% | +25.6% | +23.8% |
| YTD | +19.9% | +11.0% | +8.9% | +9.7% |
| 1Y | +41.4% | +4.2% | +37.2% | +34.8% |
| 3Y | +239.2% | +17.3% | +221.9% | +196.3% |
| All | +185.7% | +34.1% | +151.6% | +108.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling