+13,444.1%
GOOG vs COO
+377.6%
+13,066.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.6% |
| 7D | -2.1% | -2.2% | +0.1% | -1.5% |
| 30D | -6.8% | -7.0% | +0.2% | -4.9% |
| 3M | -9.1% | +12.2% | -21.3% | -12.5% |
| 6M | +10.7% | -15.1% | +25.8% | +15.6% |
| YTD | +7.1% | -15.1% | +22.2% | +11.6% |
| 1Y | +44.6% | +2.3% | +42.3% | +42.1% |
| 3Y | +147.4% | -23.7% | +171.1% | +157.8% |
| 5Y | +133.8% | -38.9% | +172.7% | +158.1% |
| 10Y | +777.5% | +49.9% | +727.6% | +655.1% |
| All | +13,444.1% | +377.6% | +13,066.5% | +7,921.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling