+146.8%
GOOG vs B
+197.9%
-51.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +1.1% | +2.3% | -1.2% | +0.8% |
| 30D | -5.1% | +1.4% | -6.4% | -5.3% |
| 3M | -7.1% | +12.2% | -19.3% | -8.6% |
| 6M | +12.7% | -2.1% | +14.8% | +12.2% |
| YTD | +7.1% | +2.9% | +4.1% | +5.4% |
| 1Y | +43.6% | +55.3% | -11.7% | +33.9% |
| 3Y | +146.8% | +198.7% | -51.9% | +115.7% |
| All | +146.8% | +197.9% | -51.2% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling