+34.8%
ITW vs GGLL
+153.6%
-118.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +1.9% |
| 7D | -1.1% | +6.3% | -7.5% | -1.4% |
| 30D | +8.6% | -35.1% | +43.7% | +10.6% |
| 3M | -2.7% | -37.7% | +35.0% | -0.8% |
| 6M | +14.0% | -54.1% | +68.1% | +17.8% |
| YTD | +18.6% | -29.4% | +48.0% | +18.5% |
| 1Y | +19.8% | -13.4% | +33.2% | +17.7% |
| 3Y | +34.8% | +158.3% | -123.5% | +19.3% |
| All | +34.8% | +153.6% | -118.8% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling