+128.8%
GOOG vs AG
+69.4%
+59.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.3% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -7.7% | +12.5% | -20.1% | -8.9% |
| 3M | -9.3% | +28.2% | -37.5% | -11.9% |
| 6M | +7.4% | -18.8% | +26.3% | +8.5% |
| YTD | +4.9% | +27.4% | -22.5% | +0.2% |
| 1Y | +37.2% | +132.2% | -95.0% | +21.8% |
| 3Y | +141.6% | +286.9% | -145.2% | +95.6% |
| 5Y | +128.8% | +72.8% | +56.0% | +96.8% |
| All | +128.8% | +69.4% | +59.4% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling