+185.1%
ITW vs GPC
+87.0%
+98.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | -2.4% | -1.8% | -0.6% | -1.5% |
| 30D | -9.5% | +0.1% | -9.6% | -9.7% |
| 3M | +6.6% | +37.4% | -30.7% | -10.3% |
| 6M | -1.8% | +25.4% | -27.2% | -13.7% |
| YTD | +9.0% | +12.2% | -3.2% | +0.3% |
| 1Y | +3.6% | -0.3% | +3.9% | +1.4% |
| 3Y | +19.4% | -1.6% | +21.0% | +12.6% |
| 5Y | +36.4% | +31.0% | +5.4% | +6.9% |
| All | +185.1% | +87.0% | +98.0% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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