+3.2%
ITW vs GPN
+5.1%
-1.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.7% | -4.3% | +3.6% | -0.2% |
| 30D | -8.3% | 0.0% | -8.3% | -8.4% |
| 3M | +6.0% | +35.8% | -29.8% | +2.2% |
| 6M | 0.0% | +22.0% | -22.0% | -3.1% |
| YTD | +10.2% | +15.2% | -5.0% | +8.2% |
| 1Y | +3.2% | +3.5% | -0.3% | +3.0% |
| All | +3.2% | +5.1% | -1.9% | +3.0% |
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