+19.6%
ITW vs GAP
+103.6%
-84.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.7% |
| 7D | -2.4% | -6.3% | +3.9% | -1.6% |
| 30D | -9.5% | -0.2% | -9.3% | -9.6% |
| 3M | +6.6% | 0.0% | +6.6% | +6.3% |
| 6M | -1.8% | -8.1% | +6.4% | -1.3% |
| YTD | +9.0% | -16.5% | +25.5% | +10.6% |
| 1Y | +3.6% | -10.5% | +14.0% | +3.9% |
| All | +19.6% | +103.6% | -84.0% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 3y: compounded portfolio wealth divided by compounded GAP 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…
3y analysis · Full analysis span regression · 6 months rolling