+394.5%
GLW vs ITW
+33.8%
+360.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.3% | +2.6% |
| 7D | +16.9% | -1.9% | +18.8% | +18.2% |
| 30D | +7.0% | -10.4% | +17.3% | +14.5% |
| 3M | -3.0% | +3.5% | -6.5% | -6.3% |
| 6M | +31.0% | -3.4% | +34.4% | +32.3% |
| YTD | +93.4% | +8.5% | +84.9% | +81.0% |
| 1Y | +134.7% | +3.2% | +131.5% | +126.1% |
| 3Y | +471.8% | +18.9% | +452.9% | +389.8% |
| 5Y | +394.5% | +35.0% | +359.4% | +269.6% |
| All | +394.5% | +33.8% | +360.7% | +269.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling