+35.8%
ITW vs GTLB
-50.0%
+85.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.8% | -0.2% |
| 7D | -0.4% | +4.6% | -5.0% | -0.7% |
| 30D | -9.4% | +21.0% | -30.4% | -10.6% |
| 3M | +7.1% | +51.7% | -44.6% | +4.1% |
| 6M | -1.9% | +89.3% | -91.1% | -6.3% |
| YTD | +10.4% | +25.6% | -15.2% | +8.2% |
| 1Y | +3.3% | -1.5% | +4.8% | +2.8% |
| 3Y | +21.0% | -9.9% | +30.9% | +18.4% |
| All | +35.8% | -50.0% | +85.7% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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