+96.2%
GOOG vs C
+112.5%
-16.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +2.4% | -0.4% | +2.7% | +2.5% |
| 30D | -18.1% | -5.2% | -12.9% | -16.6% |
| 3M | -19.9% | -9.1% | -10.8% | -17.2% |
| 6M | -28.2% | -1.6% | -26.6% | -28.4% |
| YTD | -9.0% | +6.9% | -16.0% | -13.0% |
| 1Y | -1.7% | +23.0% | -24.7% | -11.4% |
| 3Y | +114.5% | +216.1% | -101.6% | +24.5% |
| 5Y | +96.2% | +112.2% | -16.1% | +36.0% |
| All | +96.2% | +112.5% | -16.4% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling