+746.7%
GOOGL vs GLW
+858.9%
-112.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.8% |
| 7D | -1.9% | +16.9% | -18.7% | -6.8% |
| 30D | -7.5% | +7.0% | -14.4% | -10.1% |
| 3M | -9.2% | -3.0% | -6.2% | -12.5% |
| 6M | +8.1% | +31.0% | -22.9% | -11.4% |
| YTD | +5.8% | +93.4% | -87.6% | -28.7% |
| 1Y | +38.3% | +134.7% | -96.4% | -15.2% |
| 3Y | +144.8% | +471.8% | -327.0% | -4.3% |
| 5Y | +132.5% | +394.5% | -261.9% | -3.8% |
| 10Y | +746.7% | +867.9% | -121.2% | +135.5% |
| All | +746.7% | +858.9% | -112.2% | +135.5% |
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 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