+140.7%
GOOG vs BE
+1,704.8%
-1,564.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.9% |
| 7D | -1.6% | +23.9% | -25.5% | -2.9% |
| 30D | -7.7% | +27.8% | -35.5% | -9.2% |
| 3M | -9.3% | +3.7% | -13.0% | -10.3% |
| 6M | +7.4% | +78.0% | -70.5% | +1.7% |
| YTD | +4.9% | +209.9% | -205.1% | -4.8% |
| 1Y | +37.2% | +389.6% | -352.4% | +20.0% |
| All | +140.7% | +1,704.8% | -1,564.2% | +89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling