+702.3%
GOOG vs AG
+76.0%
+626.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.8% |
| 7D | +3.0% | -10.0% | +13.0% | +3.8% |
| 30D | -14.9% | -10.5% | -4.4% | -14.2% |
| 3M | -14.9% | -27.3% | +12.4% | -13.1% |
| 6M | -26.6% | -43.0% | +16.4% | -24.0% |
| YTD | -6.6% | -17.9% | +11.3% | -6.8% |
| 1Y | +5.1% | +11.9% | -6.8% | +2.1% |
| 3Y | +121.0% | +201.8% | -80.9% | +94.2% |
| 5Y | +97.3% | -0.1% | +97.4% | +82.8% |
| All | +702.3% | +76.0% | +626.3% | +610.8% |
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