+45.7%
ITW vs GGLL
+328.4%
-282.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -0.4% | +1.9% | -2.3% | -0.6% |
| 30D | -9.4% | -9.7% | +0.3% | -8.7% |
| 3M | +7.1% | -18.0% | +25.1% | +8.3% |
| 6M | -1.9% | +15.3% | -17.1% | -4.7% |
| YTD | +10.4% | +2.2% | +8.2% | +8.3% |
| 1Y | +3.3% | +73.1% | -69.8% | -5.2% |
| 3Y | +21.0% | +242.7% | -221.7% | -4.1% |
| All | +45.7% | +328.4% | -282.7% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling