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  • GLW vs AJG✓SelectedUSD · AJGGLW vs AJG performance historyLatest closeAs of+1.51%09/09
Stock and ETF performance explorer

GLW vs AJG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,968.6%
AJG return
+11,335.6%
Excess return
-6,366.9%
Maximum drawdown
-99.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioAJGExcessAlpha
1D+1.5%-2.9%+4.4%+2.4%
7D+16.9%-7.4%+24.3%+19.4%
30D+7.0%-3.0%+10.0%+7.5%
3M-3.0%+12.8%-15.8%-8.7%
6M+31.0%+12.8%+18.1%+21.9%
YTD+93.4%-4.7%+98.2%+88.3%
1Y+134.7%-17.2%+151.9%+138.7%
3Y+471.8%+10.2%+461.6%+413.9%
5Y+394.5%+76.9%+317.5%+271.4%
10Y+867.9%+480.5%+387.4%+391.2%
All+4,968.6%+11,335.6%-6,366.9%+1,427.2%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling