+109.0%
AAPL vs GLW
+376.7%
-267.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.6% | -8.7% | -2.5% |
| 7D | -2.7% | +14.0% | -16.8% | -5.1% |
| 30D | +1.0% | +0.4% | +0.7% | +0.6% |
| 3M | +5.0% | -11.3% | +16.3% | +3.5% |
| 6M | +23.0% | +35.1% | -12.0% | +2.8% |
| YTD | +16.6% | +90.5% | -73.9% | -16.6% |
| 1Y | +33.4% | +132.0% | -98.6% | -13.6% |
| 3Y | +79.9% | +463.3% | -383.4% | -26.6% |
| 5Y | +109.0% | +382.5% | -273.5% | -8.5% |
| All | +109.0% | +376.7% | -267.7% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling