+493.9%
GLW vs APH
+894.6%
-400.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | -0.7% |
| 7D | -13.9% | -5.9% | -8.0% | -9.3% |
| 30D | -35.0% | -14.8% | -20.2% | -25.7% |
| 3M | -32.4% | -12.4% | -19.9% | -23.9% |
| 6M | -41.3% | +8.1% | -49.4% | -43.9% |
| YTD | +21.8% | +10.9% | +10.9% | +12.0% |
| 1Y | +21.8% | +8.8% | +13.1% | +13.9% |
| 3Y | +307.7% | +262.1% | +45.6% | +30.0% |
| 5Y | +213.7% | +283.1% | -69.4% | -7.0% |
| All | +493.9% | +894.6% | -400.7% | -27.6% |
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