+11,715.7%
GOOG vs GLW
+1,539.5%
+10,176.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.4% | +0.4% |
| 7D | +3.0% | +7.7% | -4.7% | +0.3% |
| 30D | -14.9% | -18.8% | +4.0% | -9.6% |
| 3M | -14.9% | -27.7% | +12.8% | -7.8% |
| 6M | -26.6% | -44.4% | +17.8% | -17.5% |
| YTD | -6.6% | +31.3% | -37.9% | -26.9% |
| 1Y | +5.1% | +40.0% | -35.0% | -20.0% |
| 3Y | +121.0% | +339.2% | -218.3% | +5.0% |
| 5Y | +97.3% | +229.2% | -131.8% | +4.2% |
| 10Y | +683.2% | +528.4% | +154.9% | +211.4% |
| All | +11,715.7% | +1,539.5% | +10,176.2% | +3,336.5% |
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 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