+22.9%
ITW vs GNRC
+17.5%
+5.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.5% | +11.9% | +3.3% |
| 7D | +6.3% | -6.0% | +12.3% | +6.8% |
| 30D | +11.1% | -12.0% | +23.1% | +12.3% |
| 3M | +0.1% | -13.4% | +13.5% | +1.3% |
| 6M | +18.1% | -26.4% | +44.4% | +21.4% |
| YTD | +21.4% | +38.8% | -17.4% | +11.6% |
| 1Y | +22.9% | +20.9% | +2.0% | +15.3% |
| All | +22.9% | +17.5% | +5.3% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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