+3.2%
ITW vs GRMN
+21.5%
-18.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | +0.3% |
| 7D | -0.7% | +2.4% | -3.2% | -1.2% |
| 30D | -8.3% | -8.5% | +0.1% | -6.8% |
| 3M | +6.0% | +19.5% | -13.4% | +1.6% |
| 6M | 0.0% | +21.2% | -21.2% | -4.7% |
| YTD | +10.2% | +41.0% | -30.8% | +2.0% |
| 1Y | +3.2% | +19.6% | -16.4% | -2.5% |
| All | +3.2% | +21.5% | -18.3% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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