+9,034.5%
ITW vs GFI
+650.5%
+8,384.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | -0.7% | -4.9% | +4.1% | -0.6% |
| 30D | -8.3% | +10.7% | -19.1% | -8.7% |
| 3M | +6.0% | +25.6% | -19.6% | +5.1% |
| 6M | 0.0% | -8.3% | +8.2% | 0.0% |
| YTD | +10.2% | +6.3% | +3.9% | +9.6% |
| 1Y | +3.2% | +22.1% | -18.9% | +1.9% |
| 3Y | +21.0% | +289.2% | -268.2% | +14.0% |
| 5Y | +37.9% | +531.7% | -493.7% | +26.7% |
| 10Y | +193.2% | +1,043.8% | -850.6% | +159.2% |
| All | +9,034.5% | +650.5% | +8,384.1% | +7,998.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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