+542.4%
GLW vs APA
+0.9%
+541.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.2% | +9.4% | +9.3% |
| 7D | -5.9% | -8.7% | +2.9% | -4.4% |
| 30D | -26.0% | -2.4% | -23.6% | -25.8% |
| 3M | -29.9% | +19.0% | -48.9% | -32.3% |
| 6M | -37.8% | +26.8% | -64.6% | -40.9% |
| YTD | +33.1% | +87.3% | -54.2% | +15.7% |
| 1Y | +36.8% | +92.3% | -55.5% | +18.0% |
| 3Y | +356.1% | +37.3% | +318.8% | +305.5% |
| 5Y | +243.8% | +73.2% | +170.6% | +182.3% |
| 10Y | +542.4% | -0.9% | +543.3% | +370.6% |
| All | +542.4% | +0.9% | +541.5% | +370.6% |
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