-36.0%
GLW vs APD
+4.3%
-40.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.9% | -10.0% | -14.2% |
| 7D | -19.7% | -0.7% | -19.0% | -19.8% |
| 30D | -38.8% | +10.1% | -48.9% | -35.7% |
| 3M | -33.9% | +4.9% | -38.8% | -32.3% |
| 6M | -36.0% | +2.5% | -38.4% | -20.1% |
| All | -36.0% | +4.3% | -40.2% | -20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling