+13,447.0%
GOOG vs BAX
+116.8%
+13,330.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +1.3% |
| 7D | +1.1% | -2.4% | +3.5% | +1.9% |
| 30D | -5.1% | -9.7% | +4.7% | -1.8% |
| 3M | -7.1% | +29.3% | -36.3% | -15.6% |
| 6M | +12.7% | +40.7% | -28.0% | -1.1% |
| YTD | +7.1% | +30.3% | -23.2% | -4.8% |
| 1Y | +43.6% | +3.4% | +40.2% | +37.1% |
| 3Y | +146.8% | -32.0% | +178.8% | +161.2% |
| 5Y | +133.7% | -66.9% | +200.5% | +231.5% |
| 10Y | +773.3% | -37.1% | +810.4% | +797.8% |
| All | +13,447.0% | +116.8% | +13,330.2% | +10,381.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BAX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling