+297.3%
GLW vs ACGL
+35.5%
+261.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.1% | -12.8% | -12.9% |
| 7D | -19.7% | +6.4% | -26.1% | -18.9% |
| 30D | -38.8% | +16.6% | -55.4% | -37.2% |
| 3M | -33.9% | +11.6% | -45.5% | -32.5% |
| 6M | -36.0% | +17.5% | -53.4% | -34.6% |
| YTD | +18.7% | +15.3% | +3.5% | +21.2% |
| 1Y | +19.8% | +26.3% | -6.5% | +20.3% |
| All | +297.3% | +35.5% | +261.8% | +307.6% |
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 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