+833.1%
GLW vs ITW
+191.6%
+641.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.6% | -3.5% |
| 7D | +11.7% | -2.4% | +14.1% | +13.6% |
| 30D | +2.7% | -9.5% | +12.2% | +10.5% |
| 3M | -2.8% | +6.6% | -9.5% | -8.6% |
| 6M | +20.2% | -1.8% | +21.9% | +20.4% |
| YTD | +87.3% | +9.0% | +78.3% | +72.9% |
| 1Y | +119.6% | +3.6% | +116.0% | +109.7% |
| 3Y | +453.7% | +19.4% | +434.2% | +364.2% |
| 5Y | +376.1% | +36.4% | +339.7% | +251.5% |
| All | +833.1% | +191.6% | +641.5% | +298.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling