+521.8%
GLW vs AG
+64.1%
+457.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.9% | +2.6% | -2.6% |
| 7D | -11.1% | +6.0% | -17.1% | -11.7% |
| 30D | -28.4% | -13.5% | -14.9% | -27.3% |
| 3M | -28.8% | -20.7% | -8.1% | -27.0% |
| 6M | -39.8% | -31.5% | -8.3% | -37.5% |
| YTD | +28.7% | -10.1% | +38.9% | +30.4% |
| 1Y | +27.7% | +26.0% | +1.7% | +26.0% |
| 3Y | +331.3% | +228.9% | +102.4% | +288.6% |
| 5Y | +233.4% | +8.7% | +224.8% | +214.8% |
| 10Y | +521.8% | +71.9% | +449.9% | +456.6% |
| All | +521.8% | +64.1% | +457.7% | +456.6% |
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