+765.0%
PLTR vs GLW
+304.0%
+461.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.8% |
| 7D | -12.9% | -13.9% | +1.0% | -9.5% |
| 30D | -17.4% | -35.0% | +17.6% | -8.5% |
| 3M | +2.9% | -32.4% | +35.2% | +11.3% |
| 6M | +19.9% | -41.3% | +61.2% | +25.1% |
| YTD | -9.8% | +21.8% | -31.6% | -42.6% |
| 1Y | -8.4% | +21.8% | -30.2% | -42.0% |
| 3Y | +765.0% | +307.7% | +457.4% | +146.6% |
| All | +765.0% | +304.0% | +461.0% | +146.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling