+1,704.0%
GS vs ITW
+1,203.6%
+500.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.7% |
| 7D | -3.2% | +0.9% | -4.1% | -3.8% |
| 30D | -2.4% | +7.6% | -10.0% | -7.4% |
| 3M | -15.7% | -4.0% | -11.7% | -13.4% |
| 6M | -6.8% | +9.2% | -16.0% | -13.3% |
| YTD | -0.1% | +16.2% | -16.3% | -11.7% |
| 1Y | +12.1% | +17.9% | -5.8% | -2.2% |
| 3Y | +185.8% | +30.6% | +155.2% | +131.0% |
| 5Y | +140.1% | +35.2% | +104.9% | +86.2% |
| 10Y | +505.2% | +212.2% | +293.0% | +155.3% |
| All | +1,704.0% | +1,203.6% | +500.4% | +176.7% |
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 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