+40.0%
GLW vs AG
+7.9%
+32.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -3.4% |
| 7D | +7.7% | -10.0% | +17.7% | +12.0% |
| 30D | -18.8% | -10.5% | -8.3% | -15.6% |
| 3M | -27.7% | -27.3% | -0.5% | -19.6% |
| 6M | -44.4% | -43.0% | -1.5% | -33.9% |
| YTD | +31.3% | -17.9% | +49.2% | +43.3% |
| 1Y | +40.0% | +11.9% | +28.1% | +40.0% |
| All | +40.0% | +7.9% | +32.2% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling