+37.3%
ITW vs FGI
-70.0%
+107.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +2.1% |
| 7D | -1.1% | -1.4% | +0.2% | -1.1% |
| 30D | +8.6% | -3.2% | +11.8% | +8.6% |
| 3M | -2.7% | +64.1% | -66.8% | -3.0% |
| 6M | +14.0% | +17.2% | -3.2% | +13.7% |
| YTD | +18.6% | +31.6% | -13.0% | +18.1% |
| 1Y | +19.8% | +45.1% | -25.3% | +19.1% |
| 3Y | +34.8% | -2.0% | +36.8% | +35.0% |
| All | +37.3% | -70.0% | +107.3% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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