+3.6%
GOOG vs COMP
+23.8%
-20.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.7% | -4.5% | +2.1% |
| 7D | -10.7% | +9.5% | -20.2% | -12.0% |
| 30D | -16.4% | +8.1% | -24.5% | -17.7% |
| 3M | -23.4% | -16.3% | -7.1% | -21.6% |
| 6M | -24.2% | +42.2% | -66.4% | -29.5% |
| YTD | -8.3% | -5.0% | -3.3% | -10.8% |
| 1Y | +3.6% | +20.1% | -16.5% | -8.0% |
| All | +3.6% | +23.8% | -20.2% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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