+1,588.2%
PLTR vs GLW
+283.1%
+1,305.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.6% |
| 7D | -12.9% | -13.9% | +1.0% | -8.4% |
| 30D | -17.4% | -35.0% | +17.6% | -5.0% |
| 3M | +2.9% | -32.4% | +35.2% | +14.4% |
| 6M | +19.9% | -41.3% | +61.2% | +28.7% |
| YTD | -9.8% | +21.8% | -31.6% | -41.5% |
| 1Y | -8.4% | +21.8% | -30.2% | -40.8% |
| 3Y | +765.0% | +307.7% | +457.4% | +156.9% |
| 5Y | +516.8% | +213.7% | +303.1% | +110.4% |
| All | +1,588.2% | +283.1% | +1,305.1% | +502.2% |
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