+99.2%
GOOG vs ALL
+161.8%
-62.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.5% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | -15.5% | +12.8% | -28.3% | -16.6% |
| 3M | -13.7% | +4.7% | -18.4% | -14.1% |
| 6M | -23.0% | +24.9% | -47.9% | -25.2% |
| YTD | -5.7% | +30.0% | -35.7% | -9.0% |
| 1Y | +3.0% | +29.9% | -26.9% | -0.7% |
| 3Y | +122.4% | +117.5% | +4.9% | +89.0% |
| 5Y | +99.2% | +161.7% | -62.5% | +66.6% |
| All | +99.2% | +161.8% | -62.6% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling