+9,052.6%
ITW vs GAP
+2,253.0%
+6,799.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.4% | +1.7% | -2.2% | -0.8% |
| 30D | -9.4% | +9.3% | -18.8% | -11.3% |
| 3M | +7.1% | +6.1% | +1.0% | +5.4% |
| 6M | -1.9% | -2.3% | +0.4% | -2.4% |
| YTD | +10.4% | -10.6% | +21.0% | +11.3% |
| 1Y | +3.3% | -4.4% | +7.7% | +2.3% |
| 3Y | +21.0% | +118.3% | -97.3% | -5.2% |
| 5Y | +36.3% | +12.2% | +24.1% | +15.9% |
| 10Y | +185.8% | +33.7% | +152.1% | +104.8% |
| All | +9,052.6% | +2,253.0% | +6,799.6% | +3,118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling