+148.5%
GOOG vs COMP
+225.1%
-76.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.1% |
| 7D | -2.1% | +1.4% | -3.5% | -2.3% |
| 30D | -6.8% | -13.3% | +6.5% | -5.4% |
| 3M | -9.1% | +41.1% | -50.2% | -12.6% |
| 6M | +10.7% | +17.2% | -6.5% | +7.5% |
| YTD | +7.1% | +5.2% | +1.9% | +4.7% |
| 1Y | +44.6% | +18.9% | +25.7% | +39.4% |
| All | +148.5% | +225.1% | -76.6% | +112.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling