+805.6%
ITW vs GNRC
+2,082.9%
-1,277.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.9% |
| 3M | +6.0% | -27.3% | +33.4% | +12.9% |
| 6M | 0.0% | -12.1% | +12.0% | +1.0% |
| YTD | +10.2% | +37.1% | -26.9% | -0.1% |
| 1Y | +3.2% | -0.5% | +3.7% | -0.2% |
| 3Y | +21.0% | +61.5% | -40.5% | +1.3% |
| 5Y | +37.9% | -58.6% | +96.5% | +48.5% |
| 10Y | +193.2% | +446.3% | -253.1% | +52.9% |
| All | +805.6% | +2,082.9% | -1,277.3% | +208.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling