+123.2%
GLW vs APA
+94.6%
+28.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.2% | +8.9% | +5.1% |
| 7D | +3.8% | +0.5% | +3.2% | +3.9% |
| 30D | -1.3% | +23.4% | -24.7% | +2.3% |
| 3M | -21.8% | +12.7% | -34.5% | -19.7% |
| 6M | +6.9% | +39.4% | -32.5% | +8.0% |
| YTD | +77.2% | +79.0% | -1.8% | +74.7% |
| 1Y | +123.2% | +88.8% | +34.4% | +116.5% |
| All | +123.2% | +94.6% | +28.6% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling