+4.4%
GOOGL vs GLW
+40.1%
-35.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.8% | +9.0% | +3.6% |
| 7D | -11.1% | -9.5% | -1.6% | -10.4% |
| 30D | -16.6% | -25.5% | +8.9% | -15.0% |
| 3M | -23.4% | -25.6% | +2.1% | -22.2% |
| 6M | -24.5% | -25.5% | +1.0% | -25.3% |
| YTD | -7.5% | +36.4% | -43.9% | -19.1% |
| 1Y | +4.4% | +40.6% | -36.2% | -11.5% |
| All | +4.4% | +40.1% | -35.7% | -11.5% |
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 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