+11,639.4%
GOOG vs D
+422.3%
+11,217.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | +1.2% | -2.4% | +3.6% | +2.0% |
| 30D | -16.7% | +9.0% | -25.7% | -19.3% |
| 3M | -15.2% | +1.0% | -16.2% | -15.7% |
| 6M | -24.8% | +11.0% | -35.8% | -28.0% |
| YTD | -7.2% | +19.8% | -27.0% | -13.7% |
| 1Y | -0.1% | +16.0% | -16.1% | -6.2% |
| 3Y | +118.8% | +74.4% | +44.5% | +70.9% |
| 5Y | +99.9% | +13.5% | +86.4% | +83.0% |
| 10Y | +678.2% | +48.4% | +629.8% | +494.7% |
| All | +11,639.4% | +422.3% | +11,217.1% | +5,744.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling