+1,692.6%
PLTR vs GWW
+286.3%
+1,406.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.1% |
| 7D | -5.3% | -1.5% | -3.8% | -4.6% |
| 30D | -1.0% | +1.1% | -2.1% | -1.4% |
| 3M | +24.8% | -1.0% | +25.8% | +23.9% |
| 6M | +8.4% | +16.3% | -8.0% | -1.6% |
| YTD | -4.2% | +28.5% | -32.7% | -18.0% |
| 1Y | +9.1% | +30.3% | -21.2% | -7.5% |
| 3Y | +1,025.6% | +91.6% | +934.0% | +681.6% |
| 5Y | +565.8% | +224.0% | +341.8% | +312.3% |
| All | +1,692.6% | +286.3% | +1,406.3% | +988.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling