+1,301.7%
GLW vs WTW
+1,139.1%
+162.6%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.8% | +10.4% | +8.6% |
| 7D | +14.0% | -2.7% | +16.7% | +15.0% |
| 30D | +0.4% | -5.6% | +6.0% | +2.2% |
| 3M | -11.3% | +26.5% | -37.8% | -20.5% |
| 6M | +35.1% | +8.1% | +26.9% | +26.7% |
| YTD | +90.5% | -0.3% | +90.8% | +82.2% |
| 1Y | +132.0% | -0.9% | +132.9% | +121.5% |
| 3Y | +463.3% | +66.6% | +396.7% | +318.6% |
| 5Y | +382.5% | +54.0% | +328.5% | +268.7% |
| 10Y | +837.6% | +198.1% | +639.5% | +432.3% |
| All | +1,301.7% | +1,139.1% | +162.6% | +444.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WTW 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling