+542.4%
GLW vs ACGL
+332.3%
+210.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.8% | +8.5% | +8.9% |
| 7D | -5.9% | -1.1% | -4.8% | -5.6% |
| 30D | -26.0% | +13.1% | -39.1% | -30.1% |
| 3M | -29.9% | +9.8% | -39.7% | -33.2% |
| 6M | -37.8% | +15.3% | -53.0% | -43.1% |
| YTD | +33.1% | +12.7% | +20.4% | +21.9% |
| 1Y | +36.8% | +20.7% | +16.1% | +20.9% |
| 3Y | +356.1% | +34.3% | +321.8% | +266.0% |
| 5Y | +243.8% | +170.6% | +73.2% | +73.8% |
| 10Y | +542.4% | +330.6% | +211.8% | +142.6% |
| All | +542.4% | +332.3% | +210.1% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling