-41.7%
GLW vs AGI
-31.4%
-10.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.8% | +10.2% | +8.0% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -18.2% | -7.6% | -10.6% | -16.1% |
| 3M | -24.2% | -10.2% | -14.0% | -22.0% |
| 6M | -41.7% | -31.5% | -10.2% | -33.0% |
| All | -41.7% | -31.4% | -10.3% | -33.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling