+39.7%
GOOG vs CG
-33.8%
+73.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.0% |
| 7D | 0.0% | -9.9% | +9.9% | +2.7% |
| 30D | -2.0% | -11.7% | +9.7% | +1.1% |
| 3M | -5.9% | -4.3% | -1.6% | -4.9% |
| 6M | +8.9% | -8.8% | +17.7% | +11.1% |
| YTD | +7.1% | -26.9% | +34.0% | +13.6% |
| 1Y | +39.7% | -35.4% | +75.1% | +51.3% |
| All | +39.7% | -33.8% | +73.5% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling