+93.4%
GOOG vs D
+14.9%
+78.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.8% |
| 7D | +2.9% | +0.8% | +2.1% | +2.8% |
| 30D | -17.8% | +10.7% | -28.5% | -18.6% |
| 3M | -19.0% | +2.3% | -21.3% | -19.2% |
| 6M | -27.9% | +12.5% | -40.4% | -28.8% |
| YTD | -8.7% | +20.1% | -28.8% | -10.6% |
| 1Y | +2.5% | +15.6% | -13.0% | +0.8% |
| 3Y | +119.2% | +75.2% | +44.1% | +96.5% |
| 5Y | +93.4% | +14.6% | +78.9% | +98.8% |
| All | +93.4% | +14.9% | +78.6% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling