+13,447.0%
GOOG vs BB
-60.8%
+13,507.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.3% |
| 7D | +1.1% | +0.5% | +0.6% | +1.0% |
| 30D | -5.1% | -12.4% | +7.3% | -3.3% |
| 3M | -7.1% | -15.3% | +8.2% | -5.8% |
| 6M | +12.7% | +128.8% | -116.1% | -3.5% |
| YTD | +7.1% | +107.7% | -100.6% | -6.9% |
| 1Y | +43.6% | +103.9% | -60.3% | +24.4% |
| 3Y | +146.8% | +72.6% | +74.2% | +108.9% |
| 5Y | +133.7% | -24.3% | +157.9% | +118.0% |
| 10Y | +773.3% | +3.1% | +770.2% | +551.8% |
| All | +13,447.0% | -60.8% | +13,507.8% | +9,884.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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