+188.3%
ITW vs GSK
+80.1%
+108.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.7% | -3.5% | +2.8% | +0.6% |
| 30D | -8.3% | -3.4% | -4.9% | -7.3% |
| 3M | +6.0% | -8.1% | +14.2% | +9.1% |
| 6M | 0.0% | -11.1% | +11.1% | +4.0% |
| YTD | +10.2% | +0.7% | +9.5% | +9.2% |
| 1Y | +3.2% | +20.1% | -16.9% | -4.5% |
| 3Y | +21.0% | +46.1% | -25.1% | +0.9% |
| 5Y | +37.9% | +48.2% | -10.3% | +11.0% |
| All | +188.3% | +80.1% | +108.2% | +114.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling