+339.2%
GLW vs AGG
+14.0%
+325.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.2% |
| 7D | +7.7% | -1.5% | +9.3% | +9.3% |
| 30D | -18.8% | +0.6% | -19.5% | -19.6% |
| 3M | -27.7% | -1.6% | -26.1% | -26.6% |
| 6M | -44.4% | -1.6% | -42.8% | -43.4% |
| YTD | +31.3% | -1.5% | +32.8% | +33.8% |
| 1Y | +40.0% | -1.1% | +41.2% | +42.5% |
| 3Y | +339.2% | +13.6% | +325.6% | +322.7% |
| All | +339.2% | +14.0% | +325.2% | +322.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling