+446.2%
APP vs GLW
+161.0%
+285.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -12.9% | +44.0% | +35.1% |
| 7D | +39.7% | -19.7% | +59.4% | +48.3% |
| 30D | +27.7% | -38.8% | +66.5% | +49.3% |
| 3M | -14.8% | -33.9% | +19.1% | -5.5% |
| 6M | -25.5% | -36.0% | +10.5% | -25.6% |
| YTD | -47.2% | +18.7% | -65.9% | -69.0% |
| 1Y | -42.3% | +19.8% | -62.1% | -66.5% |
| 3Y | +806.8% | +294.3% | +512.5% | +100.6% |
| 5Y | +261.6% | +205.7% | +55.9% | -2.3% |
| All | +446.2% | +161.0% | +285.1% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling