+13,444.1%
GOOG vs C
-49.9%
+13,494.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -2.1% | +3.6% | -5.8% | -3.0% |
| 30D | -6.8% | +0.1% | -6.9% | -6.9% |
| 3M | -9.1% | +2.4% | -11.5% | -9.8% |
| 6M | +10.7% | +24.9% | -14.2% | +4.8% |
| YTD | +7.1% | +19.8% | -12.7% | +2.0% |
| 1Y | +44.6% | +44.9% | -0.2% | +31.7% |
| 3Y | +147.4% | +263.0% | -115.5% | +80.4% |
| 5Y | +133.8% | +129.5% | +4.3% | +87.7% |
| 10Y | +777.5% | +291.6% | +485.9% | +507.2% |
| All | +13,444.1% | -49.9% | +13,494.0% | +13,018.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling