+133.6%
GOOG vs COO
-40.5%
+174.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.8% | +0.9% |
| 7D | +1.1% | -2.3% | +3.4% | +1.9% |
| 30D | -5.1% | -8.8% | +3.8% | -2.1% |
| 3M | -7.1% | +1.3% | -8.4% | -7.8% |
| 6M | +12.7% | -11.6% | +24.2% | +16.8% |
| YTD | +7.1% | -17.4% | +24.5% | +13.5% |
| 1Y | +43.6% | -1.6% | +45.2% | +42.2% |
| 3Y | +146.8% | -22.6% | +169.4% | +152.9% |
| All | +133.6% | -40.5% | +174.1% | +166.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling