+13,444.1%
GOOG vs ALL
+850.3%
+12,593.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -2.1% | 0.0% | -2.2% | -2.1% |
| 30D | -6.8% | -1.5% | -5.3% | -6.4% |
| 3M | -9.1% | +23.6% | -32.7% | -15.9% |
| 6M | +10.7% | +22.3% | -11.6% | +2.5% |
| YTD | +7.1% | +26.5% | -19.5% | -2.3% |
| 1Y | +44.6% | +27.0% | +17.6% | +31.2% |
| 3Y | +147.4% | +149.6% | -2.1% | +70.9% |
| 5Y | +133.8% | +118.1% | +15.7% | +65.5% |
| 10Y | +777.5% | +369.0% | +408.6% | +353.9% |
| All | +13,444.1% | +850.3% | +12,593.9% | +4,617.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling