+435.8%
GOOG vs BE
+1,382.5%
-946.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.6% | -9.6% | -0.8% |
| 7D | +1.1% | +29.8% | -28.7% | -1.3% |
| 30D | -5.1% | +26.4% | -31.4% | -7.2% |
| 3M | -7.1% | +9.3% | -16.4% | -9.1% |
| 6M | +12.7% | +105.1% | -92.4% | +2.8% |
| YTD | +7.1% | +219.0% | -212.0% | -7.0% |
| 1Y | +43.6% | +418.8% | -375.1% | +17.1% |
| 3Y | +146.8% | +1,784.6% | -1,637.8% | +67.8% |
| 5Y | +133.7% | +1,251.0% | -1,117.3% | +58.7% |
| All | +435.8% | +1,382.5% | -946.6% | +207.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling