+1,306.6%
AAPL vs GLW
+518.6%
+788.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.3% |
| 7D | +5.0% | -11.1% | +16.1% | +8.0% |
| 30D | +3.5% | -28.4% | +32.0% | +12.9% |
| 3M | +13.1% | -28.8% | +41.8% | +21.3% |
| 6M | +19.0% | -39.8% | +58.8% | +25.8% |
| YTD | +28.5% | +28.7% | -0.2% | -7.6% |
| 1Y | +29.7% | +27.7% | +2.0% | -7.2% |
| 3Y | +89.2% | +331.3% | -242.1% | -30.1% |
| 5Y | +141.2% | +233.4% | -92.2% | +0.7% |
| 10Y | +1,306.6% | +521.8% | +784.8% | +331.2% |
| All | +1,306.6% | +518.6% | +788.0% | +331.2% |
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