+37.2%
ITW vs GD
+97.9%
-60.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.3% |
| 7D | -3.6% | -5.3% | +1.7% | -1.1% |
| 30D | -9.1% | -6.4% | -2.7% | -6.3% |
| 3M | +8.2% | +5.7% | +2.5% | +5.2% |
| 6M | -4.8% | -0.9% | -3.8% | -4.6% |
| YTD | +11.0% | +8.2% | +2.9% | +6.0% |
| 1Y | +4.2% | +13.4% | -9.2% | -3.1% |
| 3Y | +17.3% | +68.5% | -51.2% | -12.9% |
| All | +37.2% | +97.9% | -60.8% | -8.6% |
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