+2,124.6%
GOOG vs CG
+341.4%
+1,783.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.7% |
| 7D | +1.1% | -1.3% | +2.3% | +1.5% |
| 30D | -5.1% | -3.2% | -1.9% | -4.2% |
| 3M | -7.1% | +6.2% | -13.3% | -9.3% |
| 6M | +12.7% | -4.7% | +17.3% | +13.7% |
| YTD | +7.1% | -20.6% | +27.7% | +14.0% |
| 1Y | +43.6% | -26.4% | +70.0% | +56.0% |
| 3Y | +146.8% | +55.4% | +91.4% | +98.5% |
| 5Y | +133.7% | +9.8% | +123.8% | +105.2% |
| 10Y | +773.3% | +341.4% | +432.0% | +406.0% |
| All | +2,124.6% | +341.4% | +1,783.3% | +1,193.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling