+2,539.8%
GLW vs AGG
+97.9%
+2,441.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.1% | +7.7% | +7.5% |
| 7D | +14.0% | +0.1% | +13.9% | +14.1% |
| 30D | +0.4% | -0.4% | +0.7% | +0.3% |
| 3M | -11.3% | -0.3% | -11.1% | -11.4% |
| 6M | +35.1% | -1.2% | +36.3% | +34.5% |
| YTD | +90.5% | -0.4% | +90.9% | +90.2% |
| 1Y | +132.0% | +0.4% | +131.6% | +132.1% |
| 3Y | +463.3% | +13.4% | +449.9% | +487.1% |
| 5Y | +382.5% | -1.4% | +383.9% | +359.9% |
| 10Y | +837.6% | +14.8% | +822.8% | +896.5% |
| All | +2,539.8% | +97.9% | +2,441.9% | +3,428.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling