+13,447.0%
GOOG vs COP
+892.0%
+12,555.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +1.1% | -0.8% | +1.9% | +1.3% |
| 30D | -5.1% | +15.6% | -20.6% | -8.9% |
| 3M | -7.1% | +14.3% | -21.4% | -11.1% |
| 6M | +12.7% | +17.0% | -4.3% | +6.2% |
| YTD | +7.1% | +47.4% | -40.4% | -6.0% |
| 1Y | +43.6% | +52.4% | -8.8% | +24.2% |
| 3Y | +146.8% | +20.8% | +125.9% | +123.6% |
| 5Y | +133.7% | +191.7% | -58.0% | +53.0% |
| 10Y | +773.3% | +325.1% | +448.3% | +344.7% |
| All | +13,447.0% | +892.0% | +12,555.0% | +5,137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded COP 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling