+3,012.0%
GLW vs APD
+6,285.2%
-3,273.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.9% | -10.0% | -11.5% |
| 7D | -19.7% | -0.7% | -19.0% | -19.4% |
| 30D | -38.8% | +10.1% | -48.9% | -41.6% |
| 3M | -33.9% | +4.9% | -38.8% | -35.7% |
| 6M | -36.0% | +2.5% | -38.4% | -37.7% |
| YTD | +18.7% | +27.8% | -9.0% | +3.7% |
| 1Y | +19.8% | +32.9% | -13.1% | +1.7% |
| 3Y | +294.3% | +13.4% | +280.9% | +249.6% |
| 5Y | +205.7% | +12.8% | +192.9% | +167.3% |
| 10Y | +493.8% | +194.6% | +299.2% | +230.0% |
| All | +3,012.0% | +6,285.2% | -3,273.2% | +376.7% |
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