+376.1%
GLW vs AGG
-2.5%
+378.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.7% |
| 7D | +11.7% | -0.9% | +12.7% | +12.5% |
| 30D | +2.7% | -1.0% | +3.6% | +3.3% |
| 3M | -2.8% | -1.3% | -1.5% | -1.9% |
| 6M | +20.2% | -2.1% | +22.2% | +22.1% |
| YTD | +87.3% | -1.2% | +88.5% | +89.4% |
| 1Y | +119.6% | -0.5% | +120.1% | +121.4% |
| 3Y | +453.7% | +12.4% | +441.2% | +425.5% |
| 5Y | +376.1% | -2.4% | +378.5% | +296.6% |
| All | +376.1% | -2.5% | +378.6% | +296.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling