+767.4%
GOOG vs C
+301.2%
+466.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -2.5% | +0.3% | -2.8% | -2.6% |
| 30D | -3.6% | +2.0% | -5.6% | -4.4% |
| 3M | -6.4% | +4.4% | -10.8% | -8.2% |
| 6M | +7.8% | +28.3% | -20.6% | -2.2% |
| YTD | +5.5% | +20.5% | -15.0% | -2.7% |
| 1Y | +38.3% | +45.5% | -7.3% | +18.7% |
| 3Y | +143.1% | +274.0% | -130.9% | +43.5% |
| 5Y | +135.0% | +136.1% | -1.1% | +61.6% |
| All | +767.4% | +301.2% | +466.2% | +397.6% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded C 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling