+1,237.1%
AAPL vs GLW
+858.9%
+378.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | -3.0% | +16.9% | -19.8% | -7.7% |
| 30D | +2.3% | +7.0% | -4.7% | -0.6% |
| 3M | +8.6% | -3.0% | +11.6% | +2.9% |
| 6M | +21.6% | +31.0% | -9.4% | -2.7% |
| YTD | +16.3% | +93.4% | -77.1% | -24.3% |
| 1Y | +35.1% | +134.7% | -99.7% | -21.1% |
| 3Y | +79.4% | +471.8% | -392.4% | -35.8% |
| 5Y | +109.8% | +394.5% | -284.6% | -20.2% |
| 10Y | +1,237.1% | +867.9% | +369.1% | +264.7% |
| All | +1,237.1% | +858.9% | +378.1% | +264.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 10y: compounded portfolio wealth divided by compounded GLW 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…
10y analysis · Full analysis span regression · 6 months rolling