+769.5%
GLW vs APD
+165.5%
+604.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.2% |
| 7D | +3.8% | -2.2% | +6.0% | +4.9% |
| 30D | -1.3% | +2.1% | -3.4% | -2.7% |
| 3M | -21.8% | +7.2% | -29.0% | -25.9% |
| 6M | +6.9% | +11.2% | -4.4% | -0.7% |
| YTD | +77.2% | +24.4% | +52.8% | +53.9% |
| 1Y | +123.2% | +6.7% | +116.6% | +109.2% |
| 3Y | +400.0% | +9.2% | +390.7% | +343.3% |
| 5Y | +342.8% | +27.4% | +315.4% | +240.1% |
| All | +769.5% | +165.5% | +604.0% | +277.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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