+133.7%
GOOG vs D
+8.5%
+125.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +1.1% | +0.8% | +0.3% | +1.0% |
| 30D | -5.1% | -0.7% | -4.3% | -5.0% |
| 3M | -7.1% | +2.1% | -9.2% | -7.4% |
| 6M | +12.7% | +6.8% | +5.8% | +11.7% |
| YTD | +7.1% | +16.5% | -9.5% | +5.2% |
| 1Y | +43.6% | +19.2% | +24.4% | +40.6% |
| 3Y | +146.8% | +61.9% | +84.9% | +125.6% |
| 5Y | +133.7% | +6.5% | +127.1% | +141.6% |
| All | +133.7% | +8.5% | +125.1% | +141.6% |
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