+38.3%
GOOG vs D
+15.9%
+22.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -2.5% | -1.6% | -0.9% | -2.5% |
| 30D | -3.6% | -3.5% | -0.1% | -3.6% |
| 3M | -6.4% | -1.6% | -4.8% | -6.6% |
| 6M | +7.8% | +5.8% | +2.0% | +7.3% |
| YTD | +5.5% | +14.5% | -9.0% | +5.9% |
| 1Y | +38.3% | +14.2% | +24.1% | +38.9% |
| All | +38.3% | +15.9% | +22.3% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling