+359.0%
GLW vs AG
+202.7%
+156.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | +0.3% |
| 7D | +15.5% | -6.0% | +21.6% | +17.1% |
| 30D | -19.6% | -14.3% | -5.2% | -17.0% |
| 3M | -28.5% | -26.9% | -1.6% | -24.1% |
| 6M | -39.5% | -42.1% | +2.6% | -33.6% |
| YTD | +37.2% | -15.9% | +53.1% | +43.2% |
| 1Y | +35.4% | +11.5% | +23.9% | +36.9% |
| All | +359.0% | +202.7% | +156.3% | +303.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling