+339.2%
GLW vs APA
+45.9%
+293.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -4.4% |
| 7D | +7.7% | +8.5% | -0.8% | +7.1% |
| 30D | -18.8% | +2.8% | -21.6% | -19.1% |
| 3M | -27.7% | +21.7% | -49.5% | -29.0% |
| 6M | -44.4% | +32.6% | -77.1% | -46.0% |
| YTD | +31.3% | +103.7% | -72.4% | +15.5% |
| 1Y | +40.0% | +101.8% | -61.8% | +23.2% |
| 3Y | +339.2% | +48.1% | +291.2% | +278.9% |
| All | +339.2% | +45.9% | +293.3% | +278.9% |
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