+13,444.1%
GOOG vs B
+224.8%
+13,219.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.9% |
| 7D | -2.1% | -1.6% | -0.5% | -2.0% |
| 30D | -6.8% | +9.4% | -16.3% | -7.6% |
| 3M | -9.1% | +5.0% | -14.1% | -9.7% |
| 6M | +10.7% | -3.5% | +14.3% | +10.6% |
| YTD | +7.1% | +4.5% | +2.6% | +6.0% |
| 1Y | +44.6% | +67.8% | -23.2% | +37.4% |
| 3Y | +147.4% | +196.7% | -49.3% | +123.0% |
| 5Y | +133.8% | +151.9% | -18.1% | +111.7% |
| 10Y | +777.5% | +202.2% | +575.4% | +672.5% |
| All | +13,444.1% | +224.8% | +13,219.3% | +10,765.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling