+185.8%
ITW vs GD
+188.9%
-3.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.5% |
| 7D | -3.6% | -5.3% | +1.7% | -0.3% |
| 30D | -9.1% | -6.4% | -2.7% | -5.4% |
| 3M | +8.2% | +5.7% | +2.5% | +4.2% |
| 6M | -4.8% | -0.9% | -3.8% | -5.0% |
| YTD | +11.0% | +8.2% | +2.9% | +4.3% |
| 1Y | +4.2% | +13.4% | -9.2% | -5.3% |
| 3Y | +17.3% | +68.5% | -51.2% | -19.7% |
| 5Y | +33.0% | +97.2% | -64.2% | -19.7% |
| All | +185.8% | +188.9% | -3.2% | +26.4% |
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