+125.5%
ITW vs GH
+467.1%
-341.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.2% |
| 7D | -0.7% | -2.5% | +1.8% | -0.5% |
| 30D | -8.3% | -4.7% | -3.6% | -8.0% |
| 3M | +6.0% | +20.2% | -14.2% | +4.2% |
| 6M | 0.0% | +78.8% | -78.8% | -5.1% |
| YTD | +10.2% | +54.1% | -43.9% | +5.6% |
| 1Y | +3.2% | +177.1% | -173.9% | -6.2% |
| 3Y | +21.0% | +371.6% | -350.6% | +2.0% |
| 5Y | +37.9% | +21.9% | +16.0% | +25.0% |
| All | +125.5% | +467.1% | -341.6% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling