+1,681.1%
PLTR vs GLW
+318.5%
+1,362.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.3% | -3.8% | +2.4% |
| 7D | -5.1% | -5.9% | +0.8% | -3.2% |
| 30D | -19.1% | -26.0% | +6.9% | -10.8% |
| 3M | -1.6% | -29.9% | +28.3% | +8.1% |
| 6M | +22.8% | -37.8% | +60.5% | +29.7% |
| YTD | -4.8% | +33.1% | -37.9% | -40.2% |
| 1Y | -4.9% | +36.8% | -41.7% | -41.5% |
| 3Y | +826.1% | +356.1% | +470.0% | +163.0% |
| 5Y | +597.7% | +243.8% | +353.9% | +130.8% |
| All | +1,681.1% | +318.5% | +1,362.5% | +516.5% |
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