+780.7%
GOOG vs BR
+189.7%
+591.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | 0.0% | -3.0% | +3.0% | +1.5% |
| 30D | -2.0% | -0.3% | -1.7% | -2.0% |
| 3M | -5.9% | +17.3% | -23.2% | -13.6% |
| 6M | +8.9% | -6.7% | +15.6% | +11.4% |
| YTD | +7.1% | -23.4% | +30.6% | +20.9% |
| 1Y | +39.7% | -32.7% | +72.4% | +68.5% |
| 3Y | +145.8% | -5.9% | +151.8% | +138.8% |
| 5Y | +138.6% | +8.4% | +130.2% | +108.7% |
| All | +780.7% | +189.7% | +591.0% | +352.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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