+9,730.4%
ITW vs GD
+20,436.8%
-10,706.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.2% |
| 7D | -1.1% | -3.0% | +1.9% | 0.0% |
| 30D | +8.6% | +9.3% | -0.7% | +4.7% |
| 3M | -2.7% | -7.2% | +4.5% | +0.1% |
| 6M | +14.0% | +5.5% | +8.5% | +11.2% |
| YTD | +18.6% | +9.5% | +9.1% | +13.5% |
| 1Y | +19.8% | +6.4% | +13.4% | +15.9% |
| 3Y | +34.8% | +59.8% | -25.0% | +10.3% |
| 5Y | +37.5% | +98.0% | -60.5% | +2.9% |
| 10Y | +199.9% | +177.4% | +22.5% | +97.2% |
| All | +9,730.4% | +20,436.8% | -10,706.4% | +2,806.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling