+463.3%
GLW vs AGI
+208.5%
+254.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.4% | +9.0% | +7.9% |
| 7D | +14.0% | +4.4% | +9.6% | +12.8% |
| 30D | +0.4% | +10.0% | -9.6% | -2.0% |
| 3M | -11.3% | +1.7% | -13.1% | -12.7% |
| 6M | +35.1% | -26.8% | +61.9% | +41.6% |
| YTD | +90.5% | -5.3% | +95.9% | +92.2% |
| 1Y | +132.0% | +11.5% | +120.5% | +128.6% |
| 3Y | +463.3% | +212.9% | +250.4% | +376.9% |
| All | +463.3% | +208.5% | +254.8% | +376.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling