+863.6%
GLW vs AIG
+65.5%
+798.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +16.9% | -1.4% | +18.3% | +17.5% |
| 30D | +7.0% | -3.3% | +10.3% | +8.3% |
| 3M | -3.0% | +2.2% | -5.1% | -4.9% |
| 6M | +31.0% | -2.1% | +33.1% | +29.9% |
| YTD | +93.4% | -11.2% | +104.6% | +99.3% |
| 1Y | +134.7% | -2.1% | +136.9% | +130.2% |
| 3Y | +471.8% | +34.4% | +437.4% | +377.2% |
| 5Y | +394.5% | +53.7% | +340.7% | +279.4% |
| All | +863.6% | +65.5% | +798.1% | +524.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling