-26.6%
GOOG vs BE
-32.8%
+6.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +4.0% | -0.7% |
| 7D | +3.0% | +10.8% | -7.8% | +2.4% |
| 30D | -14.9% | -19.8% | +4.9% | -14.2% |
| 3M | -14.9% | -18.7% | +3.8% | -14.5% |
| 6M | -26.6% | -33.7% | +7.1% | -25.6% |
| All | -26.6% | -32.8% | +6.2% | -25.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling