+674.3%
GLW vs AG
+294.5%
+379.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +2.4% |
| 7D | -13.9% | +6.3% | -20.2% | -14.6% |
| 30D | -35.0% | -8.9% | -26.0% | -34.3% |
| 3M | -32.4% | -12.2% | -20.2% | -31.5% |
| 6M | -41.3% | -28.3% | -13.0% | -39.2% |
| YTD | +21.8% | -8.8% | +30.7% | +22.5% |
| 1Y | +21.8% | +39.4% | -17.5% | +17.1% |
| 3Y | +307.7% | +229.4% | +78.3% | +246.7% |
| 5Y | +213.7% | +14.5% | +199.2% | +187.9% |
| 10Y | +509.3% | +82.7% | +426.5% | +382.6% |
| All | +674.3% | +294.5% | +379.8% | +267.6% |
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 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