+35.5%
ITW vs GD
+94.5%
-59.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.3% |
| 7D | +0.9% | -5.0% | +5.8% | +3.2% |
| 30D | +7.6% | +8.9% | -1.3% | +3.2% |
| 3M | -4.0% | -8.0% | +4.0% | -0.4% |
| 6M | +9.2% | +2.9% | +6.3% | +7.2% |
| YTD | +16.2% | +7.1% | +9.2% | +11.3% |
| 1Y | +17.9% | +5.9% | +12.0% | +13.5% |
| 3Y | +30.6% | +53.9% | -23.3% | +1.8% |
| All | +35.5% | +94.5% | -59.0% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling