+36.4%
ITW vs GSK
+47.2%
-10.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -2.4% | -5.4% | +3.0% | -1.1% |
| 30D | -9.5% | -4.6% | -4.9% | -8.6% |
| 3M | +6.6% | -5.1% | +11.8% | +7.9% |
| 6M | -1.8% | -11.4% | +9.7% | +1.0% |
| YTD | +9.0% | +0.7% | +8.3% | +8.7% |
| 1Y | +3.6% | +23.0% | -19.5% | -1.3% |
| 3Y | +19.4% | +48.0% | -28.5% | +7.6% |
| 5Y | +36.4% | +48.2% | -11.8% | +17.1% |
| All | +36.4% | +47.2% | -10.8% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling