+3,340.5%
GLW vs ITW
+10,282.1%
-6,941.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.8% |
| 6M | -44.4% | +16.4% | -60.8% | -49.9% |
| YTD | +31.3% | +19.0% | +12.3% | +16.8% |
| 1Y | +40.0% | +20.2% | +19.8% | +23.6% |
| 3Y | +339.2% | +33.1% | +306.2% | +260.3% |
| 5Y | +229.2% | +35.7% | +193.5% | +165.0% |
| 10Y | +528.4% | +194.0% | +334.3% | +223.3% |
| All | +3,340.5% | +10,282.1% | -6,941.6% | +279.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling