+384.1%
GLW vs AJG
+74.4%
+309.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +1.9% |
| 7D | +7.8% | -8.3% | +16.1% | +7.0% |
| 30D | -0.4% | -5.7% | +5.2% | -0.9% |
| 3M | -5.6% | +9.1% | -14.7% | -6.2% |
| 6M | +26.7% | +15.2% | +11.5% | +25.0% |
| YTD | +91.0% | -6.3% | +97.3% | +95.1% |
| 1Y | +122.4% | -19.1% | +141.5% | +137.7% |
| 3Y | +471.0% | +8.2% | +462.8% | +413.7% |
| All | +384.1% | +74.4% | +309.8% | +222.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling