+137.7%
GOOGL vs GLW
+376.7%
-239.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.6% | -7.6% | -1.7% |
| 7D | +1.1% | +14.0% | -13.0% | -1.9% |
| 30D | -4.4% | +0.4% | -4.8% | -5.0% |
| 3M | -6.8% | -11.3% | +4.5% | -7.1% |
| 6M | +13.6% | +35.1% | -21.5% | -4.2% |
| YTD | +8.3% | +90.5% | -82.2% | -21.9% |
| 1Y | +44.9% | +132.0% | -87.1% | -4.4% |
| 3Y | +150.5% | +463.3% | -312.9% | +7.9% |
| 5Y | +137.7% | +382.5% | -244.8% | +11.1% |
| All | +137.7% | +376.7% | -239.0% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling