+13,164.2%
GOOG vs COST
+3,141.5%
+10,022.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.7% |
| 7D | -1.6% | -2.8% | +1.2% | -0.1% |
| 30D | -7.7% | -5.3% | -2.4% | -5.1% |
| 3M | -9.3% | -6.7% | -2.6% | -6.4% |
| 6M | +7.4% | -9.9% | +17.4% | +12.5% |
| YTD | +4.9% | +5.1% | -0.3% | +1.0% |
| 1Y | +37.2% | -7.3% | +44.5% | +40.5% |
| 3Y | +141.6% | +70.4% | +71.2% | +74.3% |
| 5Y | +128.8% | +104.4% | +24.3% | +48.4% |
| 10Y | +772.7% | +609.0% | +163.7% | +195.1% |
| All | +13,164.2% | +3,141.5% | +10,022.7% | +2,227.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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