+18.4%
ITW vs GLXY
-35.4%
+53.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.3% | -0.7% |
| 7D | +0.5% | +16.9% | -16.5% | +0.5% |
| 30D | +7.7% | -23.0% | +30.7% | +7.7% |
| 3M | -1.3% | -28.0% | +26.7% | -1.3% |
| 6M | +15.5% | -51.6% | +67.1% | +16.3% |
| YTD | +18.6% | -32.1% | +50.7% | +17.9% |
| 1Y | +19.8% | -51.5% | +71.3% | +19.8% |
| All | +18.4% | -35.4% | +53.9% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling