+552.9%
PLTR vs GLW
+345.9%
+207.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.7% | -10.2% | -6.6% |
| 7D | -6.4% | +3.8% | -10.2% | -7.8% |
| 30D | +10.0% | -1.3% | +11.4% | +9.6% |
| 3M | +23.0% | -21.8% | +44.8% | +26.0% |
| 6M | +13.8% | +6.9% | +6.9% | -9.1% |
| YTD | -1.9% | +77.2% | -79.1% | -48.0% |
| 1Y | +11.6% | +123.2% | -111.6% | -51.3% |
| 3Y | +1,048.4% | +400.0% | +648.4% | +157.2% |
| All | +552.9% | +345.9% | +207.1% | +69.2% |
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 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