+307.7%
GLW vs APA
+24.2%
+283.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +2.4% |
| 7D | -13.9% | -15.5% | +1.6% | -13.0% |
| 30D | -35.0% | +2.4% | -37.4% | -35.1% |
| 3M | -32.4% | +22.8% | -55.1% | -33.7% |
| 6M | -41.3% | +17.9% | -59.3% | -42.4% |
| YTD | +21.8% | +87.7% | -65.8% | +7.8% |
| 1Y | +21.8% | +94.2% | -72.3% | +6.6% |
| 3Y | +307.7% | +27.2% | +280.5% | +268.1% |
| All | +307.7% | +24.2% | +283.5% | +268.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling