+3.6%
GOOG vs BE
+51.2%
-47.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.4% | +9.6% | +3.6% |
| 7D | -10.7% | -12.1% | +1.4% | -10.1% |
| 30D | -16.4% | -30.1% | +13.6% | -14.9% |
| 3M | -23.4% | -12.1% | -11.3% | -23.2% |
| 6M | -24.2% | -30.6% | +6.3% | -23.4% |
| YTD | -8.3% | +130.6% | -138.9% | -17.3% |
| 1Y | +3.6% | +55.3% | -51.7% | -3.7% |
| All | +3.6% | +51.2% | -47.6% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BE.
Daily Out/Under-Performance
Portfolio return minus BE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BE 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 1y: compounded portfolio wealth divided by compounded BE 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…
1y analysis · Full analysis span regression · 6 months rolling