+44.5%
GOOG vs GLW
+123.7%
-79.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.7% | -6.8% | -1.6% |
| 7D | -2.2% | +3.8% | -6.0% | -2.5% |
| 30D | -6.9% | -1.3% | -5.5% | -7.0% |
| 3M | -9.1% | -21.8% | +12.7% | -7.9% |
| 6M | +10.6% | +6.9% | +3.7% | +5.0% |
| YTD | +7.0% | +77.2% | -70.2% | -9.7% |
| 1Y | +44.5% | +123.2% | -78.7% | +13.9% |
| All | +44.5% | +123.7% | -79.1% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 1y: compounded portfolio wealth divided by compounded GLW 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…
1y analysis · Full analysis span regression · 6 months rolling