+478.1%
GLW vs ITW
+18.4%
+459.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.3% | +2.4% |
| 7D | +16.9% | -1.9% | +18.8% | +18.0% |
| 30D | +7.0% | -10.4% | +17.3% | +13.4% |
| 3M | -3.0% | +3.5% | -6.5% | -6.2% |
| 6M | +31.0% | -3.4% | +34.4% | +31.4% |
| YTD | +93.4% | +8.5% | +84.9% | +82.2% |
| 1Y | +134.7% | +3.2% | +131.5% | +126.9% |
| All | +478.1% | +18.4% | +459.7% | +391.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling