+232.7%
GLW vs ITW
+35.5%
+197.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.5% |
| 7D | +7.7% | +2.3% | +5.4% | +6.3% |
| 30D | -18.8% | +6.7% | -25.5% | -22.0% |
| 3M | -27.7% | -0.5% | -27.2% | -27.6% |
| 6M | -44.4% | +16.4% | -60.8% | -50.3% |
| YTD | +31.3% | +19.0% | +12.3% | +15.9% |
| 1Y | +40.0% | +20.2% | +19.8% | +22.6% |
| 3Y | +339.2% | +33.1% | +306.2% | +249.8% |
| All | +232.7% | +35.5% | +197.3% | +148.9% |
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 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