+22.9%
ITW vs GPN
+20.6%
+2.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +2.6% |
| 7D | +6.3% | +15.0% | -8.7% | +4.7% |
| 30D | +11.1% | +16.9% | -5.9% | +9.1% |
| 3M | +0.1% | +9.2% | -9.1% | -0.9% |
| 6M | +18.1% | +34.7% | -16.6% | +13.9% |
| YTD | +21.4% | +25.4% | -4.0% | +18.8% |
| 1Y | +22.9% | +21.7% | +1.1% | +21.3% |
| All | +22.9% | +20.6% | +2.3% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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