+13,444.1%
GOOG vs D
+405.3%
+13,038.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -2.1% | +1.5% | -3.6% | -2.6% |
| 30D | -6.8% | -2.6% | -4.2% | -6.0% |
| 3M | -9.1% | 0.0% | -9.1% | -9.3% |
| 6M | +10.7% | +7.4% | +3.4% | +7.4% |
| YTD | +7.1% | +15.9% | -8.8% | +0.9% |
| 1Y | +44.6% | +18.1% | +26.5% | +35.1% |
| 3Y | +147.4% | +58.4% | +89.1% | +100.1% |
| 5Y | +133.8% | +5.2% | +128.6% | +120.5% |
| 10Y | +777.5% | +35.9% | +741.7% | +598.0% |
| All | +13,444.1% | +405.3% | +13,038.8% | +6,736.3% |
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