+526.0%
GLW vs AGI
+389.5%
+136.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.3% |
| 7D | +7.7% | -10.1% | +17.9% | +8.7% |
| 30D | -18.8% | -6.5% | -12.3% | -18.5% |
| 3M | -27.7% | -12.8% | -14.9% | -27.1% |
| 6M | -44.4% | -34.3% | -10.1% | -42.8% |
| YTD | +31.3% | -25.6% | +56.9% | +34.1% |
| 1Y | +40.0% | -14.2% | +54.3% | +42.1% |
| 3Y | +339.2% | +127.3% | +212.0% | +326.1% |
| 5Y | +229.2% | +241.8% | -12.6% | +214.2% |
| All | +526.0% | +389.5% | +136.5% | +503.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling