+780.7%
GOOG vs CAPR
-78.4%
+859.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.5% |
| 7D | 0.0% | -11.0% | +11.0% | +0.3% |
| 30D | -2.0% | +99.8% | -101.7% | -3.6% |
| 3M | -5.9% | -66.6% | +60.7% | -5.2% |
| 6M | +8.9% | -75.1% | +84.0% | +10.2% |
| YTD | +7.1% | -71.0% | +78.1% | +7.9% |
| 1Y | +39.7% | +30.0% | +9.7% | +30.4% |
| 3Y | +145.8% | +29.0% | +116.9% | +121.6% |
| 5Y | +138.6% | +70.8% | +67.8% | +110.1% |
| All | +780.7% | -78.4% | +859.1% | +634.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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