+1,025.7%
GLW vs AG
+445.6%
+580.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.6% | +5.9% |
| 7D | +3.8% | +1.0% | +2.8% | +3.6% |
| 30D | -1.3% | +19.2% | -20.5% | -3.5% |
| 3M | -21.8% | +6.2% | -28.0% | -22.5% |
| 6M | +6.9% | -26.7% | +33.6% | +10.1% |
| YTD | +77.2% | +26.1% | +51.0% | +71.6% |
| 1Y | +123.2% | +131.7% | -8.4% | +102.0% |
| 3Y | +400.0% | +255.3% | +144.6% | +318.7% |
| 5Y | +342.8% | +61.9% | +280.9% | +290.3% |
| 10Y | +771.4% | +72.0% | +699.4% | +593.8% |
| All | +1,025.7% | +445.6% | +580.1% | +415.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling