+126.8%
GLW vs AGI
+13.4%
+113.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.1% |
| 7D | +16.9% | +2.2% | +14.7% | +16.0% |
| 30D | +7.0% | +11.3% | -4.3% | +3.0% |
| 3M | -3.0% | +5.6% | -8.6% | -6.4% |
| 6M | +31.0% | -27.7% | +58.7% | +40.8% |
| YTD | +93.4% | -4.1% | +97.5% | +96.0% |
| All | +126.8% | +13.4% | +113.4% | +122.0% |
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