+2,842.6%
GOOG vs BR
+1,278.7%
+1,563.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | 0.0% | -3.0% | +3.0% | +1.4% |
| 30D | -2.0% | -0.3% | -1.7% | -1.9% |
| 3M | -5.9% | +17.3% | -23.2% | -13.1% |
| 6M | +8.9% | -6.7% | +15.6% | +11.0% |
| YTD | +7.1% | -23.4% | +30.6% | +19.0% |
| 1Y | +39.7% | -32.7% | +72.4% | +64.4% |
| 3Y | +145.8% | -5.9% | +151.8% | +141.7% |
| 5Y | +138.6% | +8.4% | +130.2% | +116.7% |
| 10Y | +791.5% | +189.2% | +602.3% | +409.4% |
| All | +2,842.6% | +1,278.7% | +1,563.8% | +678.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling