+13,245.4%
GOOG vs BG
+398.1%
+12,847.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -2.5% | +3.7% | -6.2% | -3.3% |
| 30D | -3.6% | +12.3% | -16.0% | -6.3% |
| 3M | -6.4% | -2.2% | -4.2% | -6.4% |
| 6M | +7.8% | +5.3% | +2.5% | +5.5% |
| YTD | +5.5% | +42.4% | -36.9% | -4.1% |
| 1Y | +38.3% | +55.2% | -16.9% | +22.6% |
| 3Y | +143.1% | +21.0% | +122.1% | +125.3% |
| 5Y | +135.0% | +87.1% | +47.9% | +90.8% |
| 10Y | +778.1% | +169.8% | +608.2% | +510.5% |
| All | +13,245.4% | +398.1% | +12,847.3% | +8,577.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling