+710.1%
GOOG vs COO
+40.1%
+670.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.1% |
| 7D | +4.8% | -2.1% | +6.9% | +5.6% |
| 30D | -15.5% | +13.9% | -29.4% | -19.8% |
| 3M | -13.7% | -18.9% | +5.3% | -7.4% |
| 6M | -23.0% | +3.7% | -26.7% | -25.6% |
| YTD | -5.7% | -24.1% | +18.4% | +3.0% |
| 1Y | +3.0% | -14.2% | +17.2% | +6.8% |
| 3Y | +122.4% | -24.5% | +146.9% | +129.4% |
| 5Y | +99.2% | -40.4% | +139.7% | +126.7% |
| All | +710.1% | +40.1% | +670.0% | +525.0% |
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