+5.1%
GOOG vs ALL
+30.2%
-25.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -0.9% |
| 7D | +3.0% | +5.0% | -2.0% | +3.7% |
| 30D | -14.9% | +13.3% | -28.2% | -13.6% |
| 3M | -14.9% | +3.2% | -18.1% | -14.3% |
| 6M | -26.6% | +25.3% | -51.9% | -24.1% |
| YTD | -6.6% | +30.5% | -37.1% | -2.7% |
| 1Y | +5.1% | +29.2% | -24.1% | +9.0% |
| All | +5.1% | +30.2% | -25.1% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling