+562.0%
GLW vs APD
+187.5%
+374.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.5% | +6.9% |
| 7D | +1.4% | -1.2% | +2.6% | +2.3% |
| 30D | -18.2% | +11.0% | -29.2% | -22.6% |
| 3M | -24.2% | +2.6% | -26.8% | -25.5% |
| 6M | -41.7% | +4.8% | -46.5% | -44.0% |
| YTD | +38.3% | +31.0% | +7.3% | +16.8% |
| 1Y | +38.2% | +23.4% | +14.8% | +19.9% |
| 3Y | +363.4% | +28.4% | +335.0% | +274.9% |
| 5Y | +254.6% | +15.2% | +239.4% | +197.2% |
| 10Y | +562.0% | +190.7% | +371.3% | +171.8% |
| All | +562.0% | +187.5% | +374.5% | +171.8% |
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