+526.0%
GLW vs ITW
+192.7%
+333.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.5% |
| 7D | +7.7% | +2.3% | +5.4% | +6.0% |
| 30D | -18.8% | +6.7% | -25.5% | -22.7% |
| 3M | -27.7% | -0.5% | -27.2% | -27.8% |
| 6M | -44.4% | +16.4% | -60.8% | -51.2% |
| YTD | +31.3% | +19.0% | +12.3% | +13.1% |
| 1Y | +40.0% | +20.2% | +19.8% | +19.4% |
| 3Y | +339.2% | +33.1% | +306.2% | +237.8% |
| 5Y | +229.2% | +35.7% | +193.5% | +144.6% |
| All | +526.0% | +192.7% | +333.3% | +137.6% |
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