+342.1%
GLW vs ACGL
+161.8%
+180.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +5.9% |
| 7D | +3.8% | -0.7% | +4.5% | +3.9% |
| 30D | -1.3% | -1.0% | -0.3% | -1.3% |
| 3M | -21.8% | +11.0% | -32.9% | -24.2% |
| 6M | +6.9% | -0.3% | +7.2% | +6.2% |
| YTD | +77.2% | +2.3% | +74.9% | +74.3% |
| 1Y | +123.2% | +6.4% | +116.9% | +116.5% |
| 3Y | +400.0% | +34.0% | +366.0% | +336.5% |
| All | +342.1% | +161.8% | +180.4% | +167.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling