+500.0%
APP vs GLW
+167.8%
+332.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.6% | +7.3% | +9.0% |
| 7D | +71.2% | -13.9% | +85.1% | +77.2% |
| 30D | +39.1% | -35.0% | +74.1% | +59.4% |
| 3M | +16.5% | -32.4% | +48.9% | +28.4% |
| 6M | -16.6% | -41.3% | +24.8% | -11.0% |
| YTD | -41.9% | +21.8% | -63.8% | -66.2% |
| 1Y | -37.0% | +21.8% | -58.9% | -63.4% |
| 3Y | +892.4% | +307.7% | +584.8% | +116.6% |
| 5Y | +297.3% | +213.7% | +83.6% | +6.6% |
| All | +500.0% | +167.8% | +332.2% | +71.0% |
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