+22.9%
ITW vs GGLL
-11.6%
+34.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.5% | -4.1% | +2.4% |
| 7D | +6.3% | -23.1% | +29.4% | +6.2% |
| 30D | +11.1% | -32.9% | +44.0% | +11.1% |
| 3M | +0.1% | -44.9% | +45.0% | +0.3% |
| 6M | +18.1% | -49.5% | +67.6% | +18.1% |
| YTD | +21.4% | -28.9% | +50.3% | +18.9% |
| 1Y | +22.9% | -12.2% | +35.1% | +21.3% |
| All | +22.9% | -11.6% | +34.5% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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