+1,668.3%
PLTR vs GWW
+347.1%
+1,321.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | +4.7% | +3.6% | +1.2% | +3.2% |
| 30D | -16.4% | +12.1% | -28.5% | -20.5% |
| 3M | -6.2% | +12.9% | -19.1% | -11.1% |
| 6M | +29.2% | +19.3% | +9.9% | +17.6% |
| YTD | -5.5% | +48.7% | -54.2% | -24.2% |
| 1Y | -2.4% | +60.5% | -62.9% | -25.1% |
| 3Y | +752.3% | +93.3% | +659.0% | +492.0% |
| 5Y | +635.8% | +219.0% | +416.9% | +322.7% |
| All | +1,668.3% | +347.1% | +1,321.2% | +906.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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