+3.2%
ITW vs GFS
+47.5%
-44.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.0% | +1.0% |
| 7D | -0.7% | +3.8% | -4.6% | -0.9% |
| 30D | -8.3% | -11.7% | +3.4% | -7.8% |
| 3M | +6.0% | -41.8% | +47.8% | +9.8% |
| 6M | 0.0% | +6.6% | -6.7% | -4.3% |
| YTD | +10.2% | +34.6% | -24.4% | +2.5% |
| 1Y | +3.2% | +46.2% | -42.9% | -5.9% |
| All | +3.2% | +47.5% | -44.3% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling