+702.3%
GOOG vs B
+216.6%
+485.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | +3.0% | -7.3% | +10.3% | +3.9% |
| 30D | -14.9% | -3.3% | -11.5% | -14.6% |
| 3M | -14.9% | -7.8% | -7.1% | -14.3% |
| 6M | -26.6% | -15.5% | -11.1% | -25.5% |
| YTD | -6.6% | -12.3% | +5.7% | -6.2% |
| 1Y | +5.1% | +5.4% | -0.3% | +3.2% |
| 3Y | +121.0% | +165.5% | -44.6% | +93.8% |
| 5Y | +97.3% | +107.0% | -9.7% | +74.7% |
| All | +702.3% | +216.6% | +485.8% | +588.5% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling