+503.8%
APP vs GLW
+201.6%
+302.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.5% |
| 7D | +10.6% | +15.5% | -5.0% | +5.5% |
| 30D | +44.6% | -19.6% | +64.1% | +54.1% |
| 3M | +29.6% | -28.5% | +58.1% | +41.3% |
| 6M | -19.8% | -39.5% | +19.7% | -13.0% |
| YTD | -41.6% | +37.2% | -78.8% | -67.3% |
| 1Y | -32.7% | +35.4% | -68.1% | -62.0% |
| 3Y | +799.0% | +359.7% | +439.3% | +88.3% |
| 5Y | +250.4% | +244.0% | +6.4% | -8.7% |
| All | +503.8% | +201.6% | +302.2% | +65.5% |
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 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