+837.6%
GLW vs APA
-0.7%
+838.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.8% | +5.7% | +7.3% |
| 7D | +14.0% | -1.7% | +15.7% | +14.3% |
| 30D | +0.4% | +15.7% | -15.4% | -2.4% |
| 3M | -11.3% | +16.5% | -27.8% | -14.2% |
| 6M | +35.1% | +35.1% | 0.0% | +25.7% |
| YTD | +90.5% | +82.2% | +8.3% | +66.9% |
| 1Y | +132.0% | +102.5% | +29.6% | +98.1% |
| 3Y | +463.3% | +10.3% | +453.0% | +421.9% |
| 5Y | +382.5% | +166.1% | +216.4% | +266.0% |
| 10Y | +837.6% | -4.9% | +842.5% | +594.5% |
| All | +837.6% | -0.7% | +838.3% | +594.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling