+37.6%
ITW vs GDDY
+29.8%
+7.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.6% | +0.8% |
| 7D | -0.7% | -3.2% | +2.5% | -0.3% |
| 30D | -8.3% | +6.8% | -15.1% | -9.6% |
| 3M | +6.0% | +30.5% | -24.4% | +0.1% |
| 6M | 0.0% | +13.3% | -13.3% | -3.7% |
| YTD | +10.2% | -21.0% | +31.2% | +14.7% |
| 1Y | +3.2% | -34.0% | +37.2% | +12.0% |
| 3Y | +21.0% | +33.1% | -12.1% | +6.5% |
| All | +37.6% | +29.8% | +7.8% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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