+250.1%
GLW vs AMIX
-100.0%
+350.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -5.6% | -7.3% | -12.8% |
| 7D | -19.7% | -25.5% | +5.7% | -19.3% |
| 30D | -38.8% | -56.2% | +17.4% | -37.9% |
| 3M | -33.9% | -87.4% | +53.6% | -31.7% |
| 6M | -36.0% | -80.9% | +44.9% | -37.6% |
| YTD | +18.7% | -86.8% | +105.6% | +15.9% |
| 1Y | +19.8% | -91.3% | +111.1% | +17.2% |
| All | +250.1% | -100.0% | +350.1% | +256.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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