+40.6%
GLW vs ITW
+24.0%
+16.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.4% | -8.2% | -6.6% |
| 7D | -9.5% | +6.3% | -15.8% | -11.4% |
| 30D | -25.5% | +11.1% | -36.6% | -28.3% |
| 3M | -25.6% | +0.1% | -25.7% | -25.2% |
| 6M | -25.5% | +18.1% | -43.6% | -33.2% |
| YTD | +36.4% | +21.4% | +15.0% | +24.7% |
| 1Y | +40.6% | +22.9% | +17.7% | +29.5% |
| All | +40.6% | +24.0% | +16.6% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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