+20.2%
ITW vs GPC
-0.7%
+20.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +2.3% | +0.4% | +1.9% | +2.2% |
| 30D | +6.7% | -6.3% | +13.0% | +8.7% |
| 3M | -0.5% | -8.2% | +7.6% | +1.9% |
| 6M | +16.4% | +27.1% | -10.7% | +7.0% |
| YTD | +19.0% | +3.1% | +15.8% | +8.0% |
| 1Y | +20.2% | +0.1% | +20.1% | +11.7% |
| All | +20.2% | -0.7% | +20.9% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling