+2,226.6%
GOOG vs DG
+560.3%
+1,666.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.7% |
| 7D | -1.6% | -4.8% | +3.3% | -0.8% |
| 30D | -7.7% | +1.8% | -9.4% | -8.0% |
| 3M | -9.3% | +14.5% | -23.8% | -11.4% |
| 6M | +7.4% | -13.6% | +21.0% | +9.4% |
| YTD | +4.9% | -4.8% | +9.7% | +5.0% |
| 1Y | +37.2% | +21.6% | +15.6% | +31.5% |
| 3Y | +141.6% | +4.5% | +137.1% | +129.4% |
| 5Y | +128.8% | -38.5% | +167.2% | +142.9% |
| 10Y | +772.7% | +102.2% | +670.5% | +615.3% |
| All | +2,226.6% | +560.3% | +1,666.3% | +1,467.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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