+780.7%
GOOG vs COO
+17.0%
+763.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | 0.0% | -22.5% | +22.6% | +9.6% |
| 30D | -2.0% | -29.7% | +27.8% | +11.6% |
| 3M | -5.9% | -20.1% | +14.3% | +1.5% |
| 6M | +8.9% | -26.9% | +35.8% | +21.3% |
| YTD | +7.1% | -34.2% | +41.3% | +24.1% |
| 1Y | +39.7% | -21.3% | +60.9% | +49.5% |
| 3Y | +145.8% | -38.7% | +184.5% | +177.8% |
| 5Y | +138.6% | -52.2% | +190.8% | +198.0% |
| All | +780.7% | +17.0% | +763.7% | +624.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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