+93.1%
GOOGL vs GLW
+212.3%
-119.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.2% |
| 7D | +1.8% | -13.9% | +15.7% | +4.7% |
| 30D | -18.8% | -35.0% | +16.2% | -11.5% |
| 3M | -20.3% | -32.4% | +12.0% | -15.0% |
| 6M | -28.4% | -41.3% | +13.0% | -24.4% |
| YTD | -8.8% | +21.8% | -30.7% | -29.2% |
| 1Y | +0.3% | +21.8% | -21.6% | -22.5% |
| 3Y | +120.7% | +307.7% | -186.9% | -6.9% |
| All | +93.1% | +212.3% | -119.3% | -5.7% |
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