+542.4%
GLW vs AG
+77.4%
+465.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.7% | +4.6% | +8.7% |
| 7D | -5.9% | +10.8% | -16.7% | -7.0% |
| 30D | -26.0% | -8.2% | -17.8% | -25.3% |
| 3M | -29.9% | -13.7% | -16.2% | -28.8% |
| 6M | -37.8% | -27.3% | -10.5% | -35.8% |
| YTD | +33.1% | -4.6% | +37.7% | +33.9% |
| 1Y | +36.8% | +39.4% | -2.5% | +33.6% |
| 3Y | +356.1% | +244.1% | +112.0% | +308.5% |
| 5Y | +243.8% | +16.8% | +227.0% | +222.2% |
| 10Y | +542.4% | +71.7% | +470.7% | +472.3% |
| All | +542.4% | +77.4% | +465.0% | +472.3% |
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