+1,991.1%
GLW vs ACGL
+5,005.0%
-3,013.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.1% | -12.8% | -12.9% |
| 7D | -19.7% | +6.4% | -26.1% | -21.2% |
| 30D | -38.8% | +16.6% | -55.4% | -41.6% |
| 3M | -33.9% | +11.6% | -45.5% | -36.3% |
| 6M | -36.0% | +17.5% | -53.4% | -39.9% |
| YTD | +18.7% | +15.3% | +3.5% | +11.6% |
| 1Y | +19.8% | +26.3% | -6.5% | +9.4% |
| 3Y | +294.3% | +35.9% | +258.4% | +246.4% |
| 5Y | +205.7% | +168.2% | +37.6% | +114.8% |
| 10Y | +493.8% | +352.0% | +141.8% | +260.4% |
| All | +1,991.1% | +5,005.0% | -3,013.8% | +861.9% |
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