+1,692.6%
PLTR vs GLW
+499.1%
+1,193.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.6% | -9.9% | -4.9% |
| 7D | -5.3% | +14.0% | -19.4% | -9.8% |
| 30D | -1.0% | +0.4% | -1.4% | -2.1% |
| 3M | +24.8% | -11.3% | +36.1% | +21.9% |
| 6M | +8.4% | +35.1% | -26.7% | -20.3% |
| YTD | -4.2% | +90.5% | -94.7% | -45.8% |
| 1Y | +9.1% | +132.0% | -122.9% | -46.2% |
| 3Y | +1,025.6% | +463.3% | +562.3% | +213.9% |
| 5Y | +565.8% | +382.5% | +183.3% | +98.1% |
| All | +1,692.6% | +499.1% | +1,193.6% | +458.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling