+851.8%
GLW vs AGG
+14.2%
+837.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +7.8% | -1.1% | +8.9% | +8.1% |
| 30D | -0.4% | -1.1% | +0.7% | -0.2% |
| 3M | -5.6% | -1.9% | -3.6% | -5.1% |
| 6M | +26.7% | -1.7% | +28.4% | +27.3% |
| YTD | +91.0% | -1.3% | +92.3% | +91.8% |
| 1Y | +122.4% | -0.7% | +123.2% | +123.2% |
| 3Y | +471.0% | +12.5% | +458.5% | +470.0% |
| 5Y | +385.6% | -2.5% | +388.1% | +345.8% |
| All | +851.8% | +14.2% | +837.6% | +960.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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