+136.0%
GOOG vs DGX
+66.8%
+69.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.1% | +1.3% |
| 7D | 0.0% | -0.9% | +0.9% | +0.1% |
| 30D | -2.0% | -1.2% | -0.8% | -1.8% |
| 3M | -5.9% | +15.8% | -21.6% | -7.8% |
| 6M | +8.9% | +18.2% | -9.3% | +6.2% |
| YTD | +7.1% | +37.2% | -30.1% | +1.6% |
| 1Y | +39.7% | +30.4% | +9.3% | +33.6% |
| 3Y | +145.8% | +96.7% | +49.1% | +109.5% |
| All | +136.0% | +66.8% | +69.2% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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