+188.3%
ITW vs CG
+314.7%
-126.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.7% |
| 7D | -0.7% | -9.9% | +9.1% | +2.6% |
| 30D | -8.3% | -11.7% | +3.3% | -4.8% |
| 3M | +6.0% | -4.3% | +10.3% | +7.0% |
| 6M | 0.0% | -8.8% | +8.7% | +1.9% |
| YTD | +10.2% | -26.9% | +37.1% | +19.9% |
| 1Y | +3.2% | -35.4% | +38.6% | +16.4% |
| 3Y | +21.0% | +43.0% | -22.1% | -0.7% |
| 5Y | +37.9% | +1.9% | +36.0% | +21.4% |
| All | +188.3% | +314.7% | -126.4% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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