+4,968.6%
GLW vs AJG
+11,335.6%
-6,366.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 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