+188.3%
ITW vs GPN
+28.5%
+159.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.7% | -4.3% | +3.6% | +0.8% |
| 30D | -8.3% | 0.0% | -8.3% | -8.5% |
| 3M | +6.0% | +35.8% | -29.8% | -5.3% |
| 6M | 0.0% | +22.0% | -22.0% | -8.1% |
| YTD | +10.2% | +15.2% | -5.0% | +2.3% |
| 1Y | +3.2% | +3.5% | -0.3% | -0.7% |
| 3Y | +21.0% | -26.9% | +47.9% | +28.3% |
| 5Y | +37.9% | -44.2% | +82.1% | +57.2% |
| All | +188.3% | +28.5% | +159.7% | +148.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling