+13,447.0%
GOOG vs GLW
+2,279.5%
+11,167.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.6% | -7.5% | -2.5% |
| 7D | +1.1% | +14.0% | -12.9% | -3.5% |
| 30D | -5.1% | +0.4% | -5.4% | -5.9% |
| 3M | -7.1% | -11.3% | +4.3% | -7.6% |
| 6M | +12.7% | +35.1% | -22.4% | -7.3% |
| YTD | +7.1% | +90.5% | -83.5% | -24.4% |
| 1Y | +43.6% | +132.0% | -88.4% | -6.5% |
| 3Y | +146.8% | +463.3% | -316.6% | +11.0% |
| 5Y | +133.7% | +382.5% | -248.8% | +10.7% |
| 10Y | +773.3% | +837.6% | -64.3% | +210.4% |
| All | +13,447.0% | +2,279.5% | +11,167.4% | +3,457.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling