+339.2%
GLW vs APD
+29.7%
+309.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | +7.7% | +3.8% | +3.9% | +7.0% |
| 30D | -18.8% | +8.2% | -27.0% | -19.9% |
| 3M | -27.7% | +4.3% | -32.0% | -28.3% |
| 6M | -44.4% | +4.7% | -49.1% | -44.9% |
| YTD | +31.3% | +31.5% | -0.3% | +22.4% |
| 1Y | +40.0% | +23.5% | +16.5% | +32.4% |
| 3Y | +339.2% | +29.1% | +310.1% | +316.2% |
| All | +339.2% | +29.7% | +309.5% | +316.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling