+3.2%
ITW vs GH
+176.0%
-172.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.1% |
| 7D | -0.7% | -2.5% | +1.8% | -0.7% |
| 30D | -8.3% | -4.7% | -3.6% | -8.3% |
| 3M | +6.0% | +20.2% | -14.2% | +5.6% |
| 6M | 0.0% | +78.8% | -78.8% | -1.3% |
| YTD | +10.2% | +54.1% | -43.9% | +8.4% |
| 1Y | +3.2% | +177.1% | -173.9% | +0.1% |
| All | +3.2% | +176.0% | -172.7% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling