+562.0%
GLW vs APH
+950.8%
-388.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.2% | +8.1% |
| 7D | +1.4% | +0.4% | +1.0% | +1.5% |
| 30D | -18.2% | -8.0% | -10.2% | -12.2% |
| 3M | -24.2% | -5.0% | -19.2% | -20.1% |
| 6M | -41.7% | +29.9% | -71.6% | -51.3% |
| YTD | +38.3% | +18.0% | +20.3% | +21.1% |
| 1Y | +38.2% | +11.3% | +26.9% | +26.7% |
| 3Y | +363.4% | +274.9% | +88.5% | +44.1% |
| 5Y | +254.6% | +300.6% | -46.0% | +1.6% |
| 10Y | +562.0% | +944.2% | -382.3% | -24.0% |
| All | +562.0% | +950.8% | -388.9% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 10y: compounded portfolio wealth divided by compounded APH 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…
10y analysis · Full analysis span regression · 6 months rolling