+212.6%
GLW vs APD
+11.0%
+201.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.0% |
| 7D | -13.9% | -3.7% | -10.3% | -13.0% |
| 30D | -35.0% | +9.6% | -44.6% | -36.8% |
| 3M | -32.4% | +1.6% | -34.0% | -32.9% |
| 6M | -41.3% | +2.2% | -43.5% | -42.1% |
| YTD | +21.8% | +25.9% | -4.0% | +11.4% |
| 1Y | +21.8% | +20.1% | +1.7% | +12.8% |
| 3Y | +307.7% | +12.4% | +295.3% | +280.0% |
| All | +212.6% | +11.0% | +201.7% | +177.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling