+152.6%
GOOGL vs GLW
+423.6%
-271.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.7% | -6.8% | -1.9% |
| 7D | -2.3% | +3.8% | -6.0% | -2.8% |
| 30D | -6.6% | -1.3% | -5.2% | -6.7% |
| 3M | -8.9% | -21.8% | +12.9% | -7.2% |
| 6M | +11.9% | +6.9% | +5.0% | +4.7% |
| YTD | +8.3% | +77.2% | -68.8% | -12.2% |
| 1Y | +46.2% | +123.2% | -77.0% | +10.5% |
| All | +152.6% | +423.6% | -271.0% | +68.6% |
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