+2,860.2%
GOOG vs CAPR
-99.1%
+2,959.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -2.1% | -2.0% | -0.2% | -2.1% |
| 30D | -6.8% | +139.2% | -146.0% | -8.2% |
| 3M | -9.1% | -66.4% | +57.3% | -8.6% |
| 6M | +10.7% | -63.1% | +73.9% | +11.1% |
| YTD | +7.1% | -67.4% | +74.5% | +7.5% |
| 1Y | +44.6% | +58.2% | -13.6% | +37.5% |
| 3Y | +147.4% | +42.2% | +105.2% | +131.2% |
| 5Y | +133.8% | +87.3% | +46.6% | +115.9% |
| 10Y | +777.5% | -75.3% | +852.8% | +681.4% |
| All | +2,860.2% | -99.1% | +2,959.2% | +2,474.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling