+837.6%
GLW vs AG
+57.4%
+780.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.0% | +8.6% | +7.7% |
| 7D | +14.0% | +4.5% | +9.5% | +13.4% |
| 30D | +0.4% | +12.9% | -12.5% | -1.1% |
| 3M | -11.3% | +20.9% | -32.3% | -13.3% |
| 6M | +35.1% | -19.5% | +54.6% | +36.9% |
| YTD | +90.5% | +24.8% | +65.7% | +86.2% |
| 1Y | +132.0% | +120.2% | +11.8% | +116.8% |
| 3Y | +463.3% | +279.0% | +184.3% | +395.7% |
| 5Y | +382.5% | +67.9% | +314.6% | +337.6% |
| 10Y | +837.6% | +57.5% | +780.2% | +758.4% |
| All | +837.6% | +57.4% | +780.3% | +758.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling