+123.2%
GLW vs AGI
+17.6%
+105.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.6% | +6.3% |
| 7D | +3.8% | +0.6% | +3.2% | +3.5% |
| 30D | -1.3% | +18.2% | -19.6% | -6.9% |
| 3M | -21.8% | -4.1% | -17.7% | -21.6% |
| 6M | +6.9% | -28.7% | +35.6% | +15.5% |
| YTD | +77.2% | -4.0% | +81.1% | +79.4% |
| 1Y | +123.2% | +17.4% | +105.8% | +116.6% |
| All | +123.2% | +17.6% | +105.6% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling