+3,019.6%
GLW vs ACGL
+4,429.2%
-1,409.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.2% |
| 7D | +3.8% | -0.7% | +4.5% | +4.0% |
| 30D | -1.3% | -1.0% | -0.3% | -1.2% |
| 3M | -21.8% | +11.0% | -32.9% | -25.0% |
| 6M | +6.9% | -0.3% | +7.2% | +5.6% |
| YTD | +77.2% | +2.3% | +74.9% | +73.0% |
| 1Y | +123.2% | +6.4% | +116.9% | +114.8% |
| 3Y | +400.0% | +34.0% | +366.0% | +340.6% |
| 5Y | +342.8% | +161.6% | +181.2% | +214.0% |
| 10Y | +771.4% | +278.6% | +492.8% | +456.2% |
| All | +3,019.6% | +4,429.2% | -1,409.6% | +1,391.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling