+35.4%
GLW vs APD
+23.7%
+11.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +15.5% | +2.2% | +13.4% | +15.7% |
| 30D | -19.6% | +9.4% | -29.0% | -18.6% |
| 3M | -28.5% | +4.7% | -33.2% | -28.0% |
| 6M | -39.5% | +5.5% | -45.0% | -38.0% |
| YTD | +37.2% | +31.4% | +5.8% | +39.2% |
| 1Y | +35.4% | +24.1% | +11.3% | +37.0% |
| All | +35.4% | +23.7% | +11.8% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling