+4.2%
ITW vs GPN
+8.1%
-3.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -3.6% | +0.8% | -4.3% | -3.7% |
| 30D | -9.1% | +5.8% | -14.9% | -9.8% |
| 3M | +8.2% | +37.0% | -28.8% | +4.0% |
| 6M | -4.8% | +20.1% | -24.9% | -7.6% |
| YTD | +11.0% | +20.4% | -9.4% | +8.4% |
| 1Y | +4.2% | +7.4% | -3.2% | +3.7% |
| All | +4.2% | +8.1% | -3.8% | +3.7% |
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