+4.2%
ITW vs GNRC
+6.8%
-2.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -0.8% |
| 7D | -3.6% | +1.9% | -5.5% | -3.8% |
| 30D | -9.1% | -13.8% | +4.7% | -7.6% |
| 3M | +8.2% | -32.6% | +40.9% | +13.0% |
| 6M | -4.8% | -15.2% | +10.4% | -4.2% |
| YTD | +11.0% | +37.4% | -26.4% | +5.2% |
| 1Y | +4.2% | +5.1% | -0.9% | +0.4% |
| All | +4.2% | +6.8% | -2.5% | +0.4% |
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