+216.7%
GOOG vs COMP
-49.4%
+266.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.5% |
| 7D | +1.1% | +4.1% | -3.0% | +0.5% |
| 30D | -5.1% | -14.5% | +9.5% | -3.1% |
| 3M | -7.1% | +41.8% | -48.9% | -11.7% |
| 6M | +12.7% | +23.6% | -10.9% | +8.0% |
| YTD | +7.1% | +1.7% | +5.4% | +4.8% |
| 1Y | +43.6% | +12.6% | +31.0% | +38.0% |
| 3Y | +146.8% | +221.9% | -75.1% | +94.2% |
| 5Y | +133.7% | -28.1% | +161.8% | +95.5% |
| All | +216.7% | -49.4% | +266.2% | +166.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling