+4,906.6%
GLW vs ITW
+9,520.7%
-4,614.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.3% |
| 7D | +7.8% | -0.7% | +8.6% | +8.3% |
| 30D | -0.4% | -8.3% | +7.9% | +4.9% |
| 3M | -5.6% | +6.0% | -11.6% | -9.7% |
| 6M | +26.7% | 0.0% | +26.7% | +25.9% |
| YTD | +91.0% | +10.2% | +80.8% | +78.5% |
| 1Y | +122.4% | +3.2% | +119.2% | +115.4% |
| 3Y | +471.0% | +21.0% | +450.0% | +397.6% |
| 5Y | +385.6% | +37.9% | +347.7% | +288.3% |
| 10Y | +856.1% | +193.2% | +662.9% | +395.0% |
| All | +4,906.6% | +9,520.7% | -4,614.0% | +480.5% |
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