+3.6%
ITW vs GLXY
-10.0%
+13.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.5% | +0.5% |
| 7D | -2.4% | -8.9% | +6.6% | -2.4% |
| 30D | -9.5% | +19.9% | -29.4% | -9.5% |
| 3M | +6.6% | -20.0% | +26.6% | +7.3% |
| 6M | -1.8% | +10.5% | -12.3% | -2.1% |
| YTD | +9.0% | +7.9% | +1.1% | +8.2% |
| 1Y | +3.6% | -7.5% | +11.0% | +4.0% |
| All | +3.6% | -10.0% | +13.6% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 1y: compounded portfolio wealth divided by compounded GLXY 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…
1y analysis · Full analysis span regression · 6 months rolling