+780.7%
GOOG vs BAX
-38.1%
+818.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.9% |
| 7D | 0.0% | -7.9% | +7.9% | +2.2% |
| 30D | -2.0% | -11.7% | +9.7% | +1.2% |
| 3M | -5.9% | +16.2% | -22.1% | -10.1% |
| 6M | +8.9% | +32.0% | -23.1% | 0.0% |
| YTD | +7.1% | +24.7% | -17.6% | -1.3% |
| 1Y | +39.7% | -2.6% | +42.3% | +37.3% |
| 3Y | +145.8% | -35.0% | +180.8% | +163.2% |
| 5Y | +138.6% | -67.6% | +206.2% | +240.1% |
| All | +780.7% | -38.1% | +818.8% | +849.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling