+780.7%
GOOG vs BP
+137.7%
+643.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | 0.0% | +5.2% | -5.2% | -1.1% |
| 30D | -2.0% | +8.7% | -10.7% | -3.9% |
| 3M | -5.9% | +9.3% | -15.2% | -8.1% |
| 6M | +8.9% | +13.6% | -4.7% | +4.6% |
| YTD | +7.1% | +37.7% | -30.6% | -2.3% |
| 1Y | +39.7% | +40.6% | -0.9% | +26.5% |
| 3Y | +145.8% | +40.3% | +105.5% | +119.5% |
| 5Y | +138.6% | +141.4% | -2.8% | +78.5% |
| All | +780.7% | +137.7% | +643.0% | +581.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling