+542.4%
GLW vs APD
+192.6%
+349.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.0% | +7.2% | +8.2% |
| 7D | -5.9% | -1.6% | -4.3% | -5.0% |
| 30D | -26.0% | +10.6% | -36.6% | -29.9% |
| 3M | -29.9% | +2.5% | -32.4% | -31.1% |
| 6M | -37.8% | +6.0% | -43.7% | -40.6% |
| YTD | +33.1% | +28.4% | +4.7% | +13.5% |
| 1Y | +36.8% | +22.2% | +14.7% | +19.2% |
| 3Y | +356.1% | +26.6% | +329.5% | +271.4% |
| 5Y | +243.8% | +11.8% | +232.0% | +193.4% |
| 10Y | +542.4% | +187.8% | +354.6% | +172.8% |
| All | +542.4% | +192.6% | +349.8% | +172.8% |
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