+188.3%
ITW vs GNRC
+448.8%
-260.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +0.5% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -8.3% | -15.7% | +7.4% | -4.8% |
| 3M | +6.0% | -27.3% | +33.4% | +13.0% |
| 6M | 0.0% | -12.1% | +12.0% | +1.0% |
| YTD | +10.2% | +37.1% | -26.9% | -0.5% |
| 1Y | +3.2% | -0.5% | +3.7% | -0.3% |
| 3Y | +21.0% | +61.5% | -40.5% | +0.3% |
| 5Y | +37.9% | -58.6% | +96.5% | +54.0% |
| All | +188.3% | +448.8% | -260.6% | +9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling