+851.8%
GLW vs AGI
+392.3%
+459.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +2.0% |
| 7D | +7.8% | -2.7% | +10.6% | +8.1% |
| 30D | -0.4% | +7.2% | -7.7% | -1.1% |
| 3M | -5.6% | +4.3% | -9.8% | -6.2% |
| 6M | +26.7% | -27.1% | +53.8% | +29.0% |
| YTD | +91.0% | -6.6% | +97.7% | +91.8% |
| 1Y | +122.4% | +9.5% | +112.9% | +121.4% |
| 3Y | +471.0% | +208.4% | +262.6% | +444.0% |
| 5Y | +385.6% | +401.6% | -16.0% | +355.9% |
| All | +851.8% | +392.3% | +459.5% | +812.7% |
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