+97.7%
GOOG vs BE
+490.2%
-392.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +4.0% | -0.5% |
| 7D | +3.0% | +10.8% | -7.8% | +1.9% |
| 30D | -14.9% | -19.8% | +4.9% | -13.5% |
| 3M | -14.9% | -18.7% | +3.8% | -14.1% |
| 6M | -26.6% | -33.7% | +7.1% | -25.7% |
| YTD | -6.6% | +121.0% | -127.6% | -18.9% |
| 1Y | +5.1% | +85.4% | -80.3% | -7.8% |
| 3Y | +121.0% | +1,709.5% | -1,588.6% | +30.7% |
| All | +97.7% | +490.2% | -392.5% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling