+1,399.2%
ITW vs GPN
+2,487.0%
-1,087.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.7% | -4.6% | +3.9% | +0.8% |
| 30D | -8.3% | -0.3% | -8.1% | -8.4% |
| 3M | +6.0% | +35.4% | -29.4% | -4.7% |
| 6M | 0.0% | +21.7% | -21.7% | -7.6% |
| YTD | +10.2% | +14.9% | -4.7% | +2.7% |
| 1Y | +3.2% | +3.2% | 0.0% | -0.6% |
| 3Y | +21.0% | -27.1% | +48.1% | +27.2% |
| 5Y | +37.9% | -44.4% | +82.3% | +53.3% |
| 10Y | +193.2% | +27.0% | +166.2% | +140.2% |
| All | +1,399.2% | +2,487.0% | -1,087.8% | +450.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling