+140.7%
GOOG vs GLW
+467.6%
-327.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.3% |
| 7D | -1.6% | +16.9% | -18.4% | -3.7% |
| 30D | -7.7% | +7.0% | -14.6% | -8.8% |
| 3M | -9.3% | -3.0% | -6.3% | -10.7% |
| 6M | +7.4% | +31.0% | -23.5% | -3.2% |
| YTD | +4.9% | +93.4% | -88.6% | -16.1% |
| 1Y | +37.2% | +134.7% | -97.5% | +3.4% |
| All | +140.7% | +467.6% | -327.0% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling