+767.4%
GOOG vs AG
+73.4%
+694.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +1.0% |
| 7D | -2.5% | -5.8% | +3.3% | -2.1% |
| 30D | -3.6% | +6.4% | -10.0% | -4.2% |
| 3M | -6.4% | +28.4% | -34.8% | -8.5% |
| 6M | +7.8% | -24.5% | +32.2% | +9.1% |
| YTD | +5.5% | +21.2% | -15.7% | +2.5% |
| 1Y | +38.3% | +114.1% | -75.8% | +27.9% |
| 3Y | +143.1% | +268.0% | -125.0% | +111.0% |
| 5Y | +135.0% | +67.3% | +67.7% | +110.7% |
| All | +767.4% | +73.4% | +694.0% | +657.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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