+128.8%
GOOG vs ALL
+115.1%
+13.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -1.6% | -2.2% | +0.7% | -1.3% |
| 30D | -7.7% | -5.6% | -2.1% | -7.1% |
| 3M | -9.3% | +17.2% | -26.5% | -11.1% |
| 6M | +7.4% | +23.2% | -15.8% | +4.6% |
| YTD | +4.9% | +23.6% | -18.7% | +1.9% |
| 1Y | +37.2% | +29.2% | +8.1% | +32.2% |
| 3Y | +141.6% | +153.8% | -12.2% | +98.3% |
| 5Y | +128.8% | +116.1% | +12.7% | +100.8% |
| All | +128.8% | +115.1% | +13.6% | +100.8% |
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