+307.7%
GLW vs ACGL
+31.5%
+276.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.6% | +2.1% |
| 7D | -13.9% | +0.9% | -14.8% | -13.8% |
| 30D | -35.0% | +13.7% | -48.7% | -33.6% |
| 3M | -32.4% | +8.0% | -40.4% | -31.3% |
| 6M | -41.3% | +13.3% | -54.6% | -40.3% |
| YTD | +21.8% | +11.8% | +10.0% | +23.8% |
| 1Y | +21.8% | +22.2% | -0.4% | +21.8% |
| 3Y | +307.7% | +32.5% | +275.2% | +316.1% |
| All | +307.7% | +31.5% | +276.2% | +316.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling