+9,052.6%
ITW vs GSK
+1,657.0%
+7,395.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.3% |
| 7D | -0.4% | -4.2% | +3.7% | +0.9% |
| 30D | -9.4% | -7.5% | -1.9% | -7.3% |
| 3M | +7.1% | -3.3% | +10.4% | +8.0% |
| 6M | -1.9% | -9.3% | +7.5% | +0.9% |
| YTD | +10.4% | +1.6% | +8.8% | +9.4% |
| 1Y | +3.3% | +25.5% | -22.2% | -4.6% |
| 3Y | +21.0% | +49.3% | -28.3% | +3.9% |
| 5Y | +36.3% | +46.7% | -10.4% | +16.1% |
| 10Y | +185.8% | +76.8% | +109.0% | +127.5% |
| All | +9,052.6% | +1,657.0% | +7,395.6% | +4,188.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GSK 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling