+833.1%
GLW vs AIG
+65.5%
+767.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +11.7% | -2.4% | +14.1% | +12.7% |
| 30D | +2.7% | -2.9% | +5.6% | +3.7% |
| 3M | -2.8% | +0.8% | -3.6% | -4.2% |
| 6M | +20.2% | -2.7% | +22.8% | +19.5% |
| YTD | +87.3% | -11.2% | +98.5% | +92.9% |
| 1Y | +119.6% | -1.5% | +121.1% | +114.7% |
| 3Y | +453.7% | +34.4% | +419.3% | +362.1% |
| 5Y | +376.1% | +54.4% | +321.7% | +264.5% |
| All | +833.1% | +65.5% | +767.6% | +504.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AIG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling