+188.3%
ITW vs GME
+285.6%
-97.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +1.0% |
| 7D | -0.7% | +10.4% | -11.1% | -0.9% |
| 30D | -8.3% | +14.1% | -22.4% | -8.6% |
| 3M | +6.0% | -4.6% | +10.7% | +6.1% |
| 6M | 0.0% | -13.5% | +13.5% | +0.2% |
| YTD | +10.2% | +5.3% | +4.9% | +10.0% |
| 1Y | +3.2% | -14.9% | +18.1% | +3.4% |
| 3Y | +21.0% | +24.3% | -3.3% | +17.2% |
| 5Y | +37.9% | -55.6% | +93.5% | +34.6% |
| All | +188.3% | +285.6% | -97.3% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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