+520.8%
APP vs GLW
+204.0%
+316.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.4% | -5.1% | -0.1% |
| 7D | +48.9% | +1.4% | +47.5% | +46.2% |
| 30D | +49.4% | -18.2% | +67.6% | +58.3% |
| 3M | +27.0% | -24.2% | +51.2% | +35.1% |
| 6M | -15.4% | -41.7% | +26.3% | -6.2% |
| YTD | -39.9% | +38.3% | -78.2% | -66.4% |
| 1Y | -32.0% | +38.2% | -70.2% | -62.1% |
| 3Y | +824.3% | +363.4% | +461.0% | +93.1% |
| 5Y | +252.4% | +254.6% | -2.1% | -9.2% |
| All | +520.8% | +204.0% | +316.8% | +69.7% |
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