+232.7%
GLW vs APA
+94.1%
+138.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -4.5% |
| 7D | +7.7% | +8.5% | -0.8% | +6.6% |
| 30D | -18.8% | +2.8% | -21.6% | -19.2% |
| 3M | -27.7% | +21.7% | -49.5% | -29.9% |
| 6M | -44.4% | +32.6% | -77.1% | -47.1% |
| YTD | +31.3% | +103.7% | -72.4% | +13.0% |
| 1Y | +40.0% | +101.8% | -61.8% | +20.5% |
| 3Y | +339.2% | +48.1% | +291.2% | +284.2% |
| All | +232.7% | +94.1% | +138.7% | +168.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling