+4,542.6%
GLW vs APD
+6,115.6%
-1,573.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.1% |
| 7D | +3.8% | -2.2% | +6.0% | +4.8% |
| 30D | -1.3% | +2.1% | -3.4% | -2.6% |
| 3M | -21.8% | +7.2% | -29.0% | -25.4% |
| 6M | +6.9% | +11.2% | -4.4% | +0.2% |
| YTD | +77.2% | +24.4% | +52.8% | +57.0% |
| 1Y | +123.2% | +6.7% | +116.6% | +110.6% |
| 3Y | +400.0% | +9.2% | +390.7% | +351.9% |
| 5Y | +342.8% | +27.4% | +315.4% | +265.1% |
| 10Y | +771.4% | +164.8% | +606.6% | +409.5% |
| All | +4,542.6% | +6,115.6% | -1,573.1% | +621.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling