+195.0%
ITW vs GD
+165.7%
+29.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +2.3% | +2.7% | -0.3% | +0.7% |
| 30D | +6.7% | +8.6% | -1.9% | +1.3% |
| 3M | -0.5% | -7.1% | +6.5% | +3.7% |
| 6M | +16.4% | +7.5% | +8.9% | +10.6% |
| YTD | +19.0% | +9.9% | +9.0% | +10.4% |
| 1Y | +20.2% | +7.6% | +12.7% | +13.1% |
| 3Y | +33.1% | +56.2% | -23.1% | -3.7% |
| 5Y | +35.7% | +100.6% | -64.9% | -19.1% |
| All | +195.0% | +165.7% | +29.3% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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