+32.4%
ITW vs GFS
0.0%
+32.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.0% | +0.8% |
| 7D | -0.7% | +3.8% | -4.6% | -1.3% |
| 30D | -8.3% | -11.7% | +3.4% | -6.7% |
| 3M | +6.0% | -41.8% | +47.8% | +14.6% |
| 6M | 0.0% | +6.6% | -6.7% | -4.1% |
| YTD | +10.2% | +34.6% | -24.4% | +0.5% |
| 1Y | +3.2% | +46.2% | -42.9% | -7.8% |
| 3Y | +21.0% | -20.3% | +41.3% | +17.1% |
| All | +32.4% | 0.0% | +32.4% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling