+767.4%
GOOG vs GLW
+844.8%
-77.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.6% |
| 7D | -2.5% | +11.7% | -14.2% | -6.1% |
| 30D | -3.6% | +2.7% | -6.3% | -5.1% |
| 3M | -6.4% | -2.8% | -3.6% | -10.1% |
| 6M | +7.8% | +20.2% | -12.4% | -8.6% |
| YTD | +5.5% | +87.3% | -81.8% | -28.1% |
| 1Y | +38.3% | +119.6% | -81.3% | -12.9% |
| 3Y | +143.1% | +453.7% | -310.6% | -3.7% |
| 5Y | +135.0% | +376.1% | -241.1% | -1.2% |
| All | +767.4% | +844.8% | -77.5% | +147.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling