+499.6%
PLTR vs GLW
+212.0%
+287.6%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.5% |
| 7D | -12.9% | -13.9% | +1.0% | -8.1% |
| 30D | -17.4% | -35.0% | +17.6% | -4.1% |
| 3M | +2.9% | -32.4% | +35.2% | +15.2% |
| 6M | +19.9% | -41.3% | +61.2% | +28.5% |
| YTD | -9.8% | +21.8% | -31.6% | -46.6% |
| 1Y | -8.4% | +21.8% | -30.2% | -46.0% |
| 3Y | +765.0% | +307.7% | +457.4% | +83.9% |
| All | +499.6% | +212.0% | +287.6% | +60.0% |
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