+168.2%
GOOG vs COMP
-52.0%
+220.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.7% | -10.0% | -0.7% |
| 7D | +2.1% | +13.4% | -11.4% | +0.2% |
| 30D | -18.3% | +11.1% | -29.4% | -19.7% |
| 3M | -20.3% | -18.8% | -1.5% | -18.5% |
| 6M | -28.1% | +10.5% | -38.6% | -29.8% |
| YTD | -9.3% | -3.4% | -5.9% | -11.0% |
| 1Y | -0.2% | +19.7% | -19.9% | -4.9% |
| 3Y | +118.0% | +381.6% | -263.6% | +61.4% |
| 5Y | +92.1% | -17.6% | +109.6% | +59.6% |
| All | +168.2% | -52.0% | +220.1% | +126.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling