+3.6%
GOOG vs BG
+7.2%
-3.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +3.4% |
| 7D | -10.7% | -3.8% | -7.0% | -11.0% |
| 30D | -16.4% | -9.6% | -6.8% | -17.4% |
| 3M | -23.4% | -8.5% | -14.9% | -24.0% |
| 6M | -24.2% | -23.0% | -1.2% | -26.7% |
| YTD | -8.3% | +10.9% | -19.1% | -7.0% |
| 1Y | +3.6% | +6.0% | -2.4% | +4.6% |
| All | +3.6% | +7.2% | -3.6% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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