+471.0%
GLW vs AJG
+8.2%
+462.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +1.4% |
| 7D | +7.8% | -8.3% | +16.1% | +3.7% |
| 30D | -0.4% | -5.7% | +5.2% | -2.7% |
| 3M | -5.6% | +9.1% | -14.7% | -1.3% |
| 6M | +26.7% | +15.2% | +11.5% | +35.4% |
| YTD | +91.0% | -6.3% | +97.3% | +100.5% |
| 1Y | +122.4% | -19.1% | +141.5% | +136.3% |
| 3Y | +471.0% | +8.2% | +462.8% | +458.8% |
| All | +471.0% | +8.2% | +462.8% | +458.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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