+1,191.0%
ITW vs GME
+1,066.0%
+125.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.5% |
| 7D | -0.4% | +0.4% | -0.9% | -0.5% |
| 30D | -9.4% | -1.4% | -8.0% | -9.4% |
| 3M | +7.1% | -15.1% | +22.2% | +7.9% |
| 6M | -1.9% | -22.5% | +20.6% | -0.7% |
| YTD | +10.4% | -5.9% | +16.4% | +10.5% |
| 1Y | +3.3% | -18.6% | +21.9% | +4.0% |
| 3Y | +21.0% | +6.7% | +14.3% | +11.8% |
| 5Y | +36.3% | -62.0% | +98.3% | +28.7% |
| 10Y | +185.8% | +239.5% | -53.7% | +33.8% |
| All | +1,191.0% | +1,066.0% | +125.1% | +331.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling